US Internal Revenue Service: Sec I II III 2003

SECTION I-A
This section reflects publicly traded corporate debt instruments (mostly long
term) originally issued at a discount after May 27, 1969,
and before January 1, 1985. Debt instruments which matured or were entirely
called before 2003 are not included. See Section I-B for corporate
discount debt instruments issued after 1984.
CAUTION: The following OID information supercedes previously published

information. Numbers may vary from previous editions because of
rounding or updated information.
OID per
Daily OID per $1,000 $1,000 of
of Maturity Value Maturity

Issue Price
Annual for Each Accrual Period Value for
(Percent of
Stated Total ------------------------------- Calendar Year
Issue Maturity Principal

Interest OID to 2003 1st 2003 2nd 2004 2nd ---------------
Name of Issuer CUSIP No. Date Date Amount) Rate

1/1/03 Period 2004 1st Period 2003 2004
______________ _________ ________ ________ ___________
_______ _________ ________ ________ ________ ______ ______
Allied Corp. 019087AY1 08/15/84 08/01/03 9.412

0.000 837.52 0.322445 68.36
019087AZ8 08/15/84 08/01/05 7.675

0.000 653.38 0.248276 0.279853 0.317176 95.01 107.61
019087BA2 08/15/84 08/01/07 6.113

0.000 512.37 0.193794 0.218277 0.247201 74.14 83.91
019087BB0 08/03/84 08/01/09 6.136

0.000 418.94 0.148210 0.165267 0.185297 56.67 63.51
Beker Industries Corp. 077266AB0 06/29/83 07/01/03 87.719

15.875 113.08 0.053628 0.063210 9.73
Caterpillar Tractor Co. 149123AP6 05/05/82 05/01/07* 42.369

6.000 476.48 0.063143 14.33*
Corning Glass Works 219327AC7 03/12/82 03/15/07 48.034

7.000 432.27 0.057721 0.057721 20.78 20.78
Empire Incorporated 291737AB0 06/07/83 12/31/07 59.000

9.000 192.78 0.080255 0.092499 0.107195 31.84 36.91
Federal National
Mortgage Association 313586QR3 07/05/84 07/05/14 3.625

0.000 244.34 0.084982 0.094659 0.106017 32.76 36.69
313586RC5 10/09/84 10/09/19 3.200

0.000 160.37 0.053200 0.058537 0.064764 19.87 21.95
Fruit of the Loom, Inc. 359416AH7 03/18/81 03/15/11 52.750

7.000 343.31 0.043135 0.043135 15.74 15.79
General Foods Corp. 369856AF6 06/23/81 06/15/11 51.624

7.000 347.37 0.044183 0.044183 16.13 16.17
General Motors
Acceptance Corporation 370424CF8 04/01/81 04/01/11 44.510

6.000 402.36 0.050643 0.050643 18.48 18.54
ITT Corporation 450680AM5 05/06/81 05/01/11 41.890

6.500 419.70 0.053059 0.053059 19.37 19.42
ITT Corporation 460470AM9 07/01/81 07/01/11 50.218

7.500 356.84 0.045434 0.045434 16.58 16.63
K Mart Corp. 482584AC3 01/17/83 01/01/08* 51.600

6.000 258.49 0.086494 0.097135 11.97*
Kerr-McGee Corp. 492386AD9 11/17/81 11/01/11 49.950

7.000 352.93 0.045745 0.045745 16.70 16.74
Kroger Co. 501044AJ0 03/30/83 04/01/03 53.150

6.000 454.33 0.157021 0.176086 14.17
Manor Care, Inc. 564054AB0 05/19/83 05/15/03 89.595

11.375 99.27 0.035671 4.78
Midland-Ross Inc. 597715AC5 02/18/82 02/15/07* 37.570

6.000 521.30 0.068394 19.08*
Penney, J.C., Co. 708160AH9 04/16/81 05/01/06 42.060

6.000 502.37 0.063350 0.063350 23.12 23.19
Pepsico Capital
Resources 713440AS4 04/14/82 04/01/03 6.594

0.000 923.08 0.121988 10.98
713440AT2 04/14/82 04/01/04 5.912

0.000 887.40 0.117273 0.117273 42.80 10.67
713440AU9 04/14/82 04/01/05 5.311

0.000 854.21 0.112886 0.112886 41.20 41.32
713440AV7 04/14/82 04/01/06 4.780

0.000 823.18 0.108786 0.108786 39.71 39.82
713440AW5 04/14/82 04/01/07 4.310
0.000 794.13 0.104946 0.104946 38.31 38.41
713440AX3 04/14/82 04/01/08 3.894

0.000 766.80 0.101335 0.101335 36.99 37.09
713440AY1 04/14/82 04/01/09 3.525

0.000 741.22 0.097954 0.097954 35.75 35.85
713440AZ8 04/14/82 04/01/10 3.196

0.000 717.17 0.094776 0.094776 34.59 34.69
713440BA2 04/14/82 04/01/11 2.904

0.000 694.51 0.091782 0.091782 33.50 33.59
713440BB0 04/14/82 04/01/12 2.643

0.000 673.09 0.088951 0.088951 32.47 32.56
Petro-Lewis Corp. 716451AH2 08/12/81 08/15/03 69.834

12.625 293.18 0.037529 8.48
-----------------------------
* Called in 2003; reportable OID is computed to call date.
SECTION I-A
OID per
Daily OID per $1,000 $1,000 of

Issue Price
Annual for Each Accrual Period Value for
(Percent of
Stated Total ------------------------------- Calendar Year
Issue Maturity Principal

Interest OID to 2003 1st 2003 2nd 2004 2nd ---------------

1/1/03 Period 2004 1st Period 2003 2004
______________ _________ ________ ________ ___________
_______ _________ ________ ________ ________ ______ ______
Rapid-American Corp. 753329AX9 03/01/84 03/01/03 7.645

0.000 903.09 0.346754 20.46
753329AY7 03/01/84 03/01/04 6.678
0.000 788.79 0.302859 0.345796 123.68 20.75
753329AZ4 03/01/84 03/01/05 5.832

0.000 688.96 0.264538 0.302044 0.346760 108.03 124.23
753329BA8 03/01/84 03/01/06 5.094

0.000 601.76 0.231055 0.263813 0.302869 94.36 108.51
753329BB6 03/01/84 03/01/07 4.449

0.000 525.59 0.201813 0.230426 0.264540 82.42 94.77
Student Loan Marketing
Association 863871AL3 08/15/84 05/15/14 3.900

0.000 250.70 0.087578 0.097399 0.108916 33.33 37.25
863871AM1 10/03/84 10/03/22 2.734

0.000 126.75 0.040940 0.044884 0.049479 15.30 16.84
Tennessee Gas Pipeline
formerly Tenneco, Inc. 880451AJ8 12/15/81 12/15/11 40.783

6.000 415.40 0.054831 0.054831 19.74 19.74
Transamerica Financial
Corp. 893502AH7 03/19/81 03/15/11 48.067

6.500 377.32 0.047414 0.047414 17.31 17.35
893502AM6 08/18/82 09/01/07 3.816

0.000 782.62 0.105177 0.105177 38.39 38.49
893502AN4 08/18/82 03/01/10 2.753

0.000 719.51 0.096696 0.096696 35.29 35.39
893502AP9 08/18/82 09/01/12 1.986

0.000 664.71 0.089331 0.089331 32.61 32.70
SECTION I-B
This section reflects publicly traded corporate debt instruments (mostly long
term) originally issued at a discount after December 31, 1984.
Debt instruments which matured or were entirely called before 2003 are not
included. See Section I-A for corporate discount debt instruments
issued before 1985.
CAUTION: The following OID information supercedes previously published

information. Numbers may vary from previous editions because of
rounding or updated information.
OID per
Daily OID Per $1,000 $1,000 of

Issue Price Annual
for Each Accrual Period Value for
(Percent of Stated
Total --------------------------------------------------- Calendar Year
Issue Maturity Principal Interest

OID to 2003 1st 2003 2nd 2003 3rd 2004 2nd 2004 3rd --------------

1/1/03 Period Period 2004 1st Period Period 2003 2004
______________ _________ ________ _________ __________ ________

________ ________ ________ ________ ________ ________ ______ ______
ABC NACO, Inc. 000752AA3 09/01/00 01/15/04 74.000 10.500

160.16 0.229563 0.254547 0.282251 95.89 3.95
000752AB1 09/01/00 12/31/04 75.000 10.500

110.21 0.168454 0.184677 0.202461 0.221958 63.60 76.19
ABN Amro Bank N.V. 00079FBH4 07/16/03 01/16/14 100.000 0.000

0.114650 0.117016 0.119431 18.92 42.49
00079FBM3 08/13/03 11/13/13 100.000 0.000
0.119802 0.121094 0.123706 0.126373 16.59 44.32
00079FBR2 09/10/03 09/10/13 100.000 0.000
0.139445 0.142945 0.146533 15.48 51.62
00079FBX9 10/08/03 10/08/13 100.000 0.000
0.143334 0.147032 0.150826 11.90 52.89
ADT Operations, Inc. 000945AC9 07/06/95 07/06/10 38.309 0.000
235.31 0.108235 0.111753 0.115385 0.119135 0.123007 40.85 43.55
APP Finance VI
Mauritius Limited 00202NAA3 11/18/97 11/18/12 20.424 0.000

147.08 0.104767 0.110464 0.116470 0.122803 0.129481 39.24 43.63
APP Finance VII
Mauritius Limited 00202PAA8 04/30/98 04/30/03100.000 3.500

0.376814 44.84
00202PAB6 04/30/98 04/30/03 100.000 3.500
0.376814 44.84
00202PAC4 04/30/98 04/30/03 100.000 3.500
0.376814 44.84
Abraxa Petroleum Corp. 003830AD8 01/23/03 05/01/07 36.250 VARIES
0.394705 0.422446 0.475522 0.535266 0.602516 135.31 177.38
003830AE6 01/23/03 05/01/07 36.250 VARIES
0.394705 0.422446 0.475522 0.535266 0.602516 135.31 177.38
003830AF3 01/23/03 05/01/07 36.250 VARIES
0.394705 0.422446 0.475522 0.535266 0.602516 135.31 177.38
ACME Metals, Inc. 004724AB6 08/11/94 08/01/04 67.821 VARIES
0.374971 0.374969 0.374966 0.374964 134.99 78.74
Community Unit School
District No. 1 005770BQ4 06/03/03 02/01/07 104.499 VARIES

0.096710 0.097229 0.098849 0.095340 20.19 35.01
005770BR2 06/03/03 02/01/08 103.613 VARIES
0.108883 0.109547 0.111619 0.107876 22.75 39.56
Adelphia Communications 006848AK1 02/22/94 02/15/04 100.000 VARIES
0.263888 0.263888 0.263888 95.00 11.61
006848BK0 10/25/01 11/01/06 97.161 10.250
5.41 0.013599 0.014347 0.015136 0.015969 0.016847 5.12 5.70
Advance Holding Corp. 007451AB3 04/15/98 04/15/09* 53.586 VARIES

0.336009 34.94*
Advanta Bank Corporation 00761HAR2 02/25/03 02/21/06 98.000 VARIES
0.016132 0.018933 0.018999 0.019075 5.30 6.85
Advanced Medical Optics 00763MAD0 06/24/03 04/15/23 100.000 VARIES
0.221971 0.225140 0.230400 0.237171 42.64 84.30
00763MAE8 06/24/03 04/15/23 100.000 VARIES
0.221971 0.225140 0.230400 0.237171 42.64 84.30
Agilent Technologies 00846UAA9 11/27/01 12/01/21 100.000 VARIES
0.257501 0.265120 0.273073 0.281374 0.290038 94.54 100.31
00846UAB7 11/27/01 12/01/21 100.000 VARIES
0.257501 0.265120 0.273073 0.281374 0.290038 94.54 100.31
Airgate PCS, Inc. 009367AA1 09/30/99 10/01/09 48.370 VARIES
0.293335 0.314434 0.337051 0.361294 0.387281 113.33 130.22
009367AB9 09/30/99 10/01/09 48.370 VARIES
0.293335 0.314434 0.337051 0.361294 0.387281 113.33 130.22
Aladdin Gaming Holdings 010714AC7 02/26/98 03/01/10 45.168 VARIES
0.361254 0.382106 0.387466 0.384489 0.392211 138.89 141.84
Alameda, CA 010781AQ5 03/14/02 02/01/12 97.458 7.625
1.41 0.004970 0.005169 0.005376 0.005591 0.005815 1.89 2.04
010781AW2 03/14/02 02/01/10 97.388 7.500

1.98 0.007001 0.007280 0.007569 0.007870 0.008183 2.66 2.87
Alamosa Delaware, Inc. 011593AA8 02/08/00 02/15/10 53.456 VARIES

0.261797 0.278649 0.296586 0.315678 0.335998 102.01 115.57
Alaris Medical, Inc. 011637AC9 07/28/98 08/01/08 58.144 VARIES
0.277317 0.292742 0.309026 0.309026 0.309026 107.37 111.25
-----------------------------
SECTION I-B
OID per

Issue Price Annual
(Percent of Stated


______________ _________ ________ _________ __________ ________

________ ________ ________ ________ ________ ________ ______ ______
Alaska Communications
Systems Holdings, Inc. 011679AD9 08/26/03 08/15/11 96.687 9.875

0.007665 0.008043 0.008466 .96 2.94
011679AE7 08/26/03 08/15/11 96.687 9.875
0.007665 0.008043 0.008466 .96 2.94
011679AF4 08/26/03 08/15/11 96.687 9.875
0.007665 0.008043 0.008466 .96 2.94
Algoma Steel, Inc. 01566MAA3 07/12/95 07/15/05 90.154 12.375
59.64 0.034484 0.036942 0.039574 0.042394 0.045415 13.70 15.72
Alleghany Corporation 017176AA6 07/16/86 03/01/04 25.599 0.000

658.19 0.193861 0.198215 0.208289 73.32 12.50
Allergan, Inc. 018490AD4 11/06/02 11/06/22 77.941 0.000

1.49 0.027062 0.027232 0.027402 0.027573 0.027745 9.79 9.91
018490AE2 11/06/02 11/06/22 77.941 0.000

1.49 0.027062 0.027232 0.027402 0.027573 0.027745 9.79 9.91
Allete Capital I 01853P209 03/20/96 12/31/15 100.000 8.050

0.223611 0.223611 0.223611 0.223611 0.223611 80.50 80.50
Alliant Energy Resources 018803205 02/15/00 02/15/30 100.000 VARIES
0.283217 0.287137 0.297566 0.308494 0.319946 104.62 112.13
018803304 02/15/00 02/15/30 100.000 VARIES
0.283217 0.287137 0.297566 0.308494 0.319946 104.62 112.13
018803403 02/15/00 02/15/30 100.000 VARIES
0.283217 0.287137 0.297566 0.308494 0.319946 104.62 112.13
Alltel Corporation 020039798 05/06/02 05/17/07 100.000 VARIES
0.199461 0.200395 0.201362 0.202364 0.203401 72.06 72.76
020039822 05/06/02 05/17/07 100.000 VARIES
0.199461 0.200395 0.201362 0.202364 0.203401 72.06 72.76
Alpharma, Inc. 020813AC5 06/02/99 06/01/06 100.000 3.000
0.136412 0.141102 0.145954 0.150972 0.156163 50.24 53.75
020813AD3 06/02/99 06/01/06 100.000 3.000
0.136412 0.141102 0.145954 0.150972 0.156163 50.24 53.75
020813AE1 06/02/99 06/01/06 100.000 3.000
0.136412 0.141102 0.145954 0.150972 0.156163 50.24 53.75
Alza Corporation 022615AC2 07/14/94 07/14/14 35.471 0.000
195.30 0.078303 0.080359 0.082468 0.084633 0.086855 29.25 30.81
Amazon.com, Inc. 023135AC0 05/08/98 05/01/08* 61.507 VARIES

0.264545 0.277772 39.25*
America Online, Inc. 02364JAC8 12/06/99 12/06/19 55.126 0.000
52.77 0.050231 0.050985 0.051750 0.052526 0.053314 18.26 18.81
American Commercial
Lines LLC 025198AE2 05/29/02 01/01/08 92.250 11.250

5.82 0.029332 0.031276 0.033349 0.035559 10.91 12.40
025198AF9 05/29/02 07/01/08 53.606 VARIES

0.411871 0.461624 0.517387 0.579887 157.23 197.51
American Electric Power
Company, Inc. 025537200 06/11/02 08/16/07 100.000 VARIES

0.186516 0.187405 0.188323 0.189273 0.190254 67.55 68.23
025537AC5 06/11/02 08/16/07 100.000 VARIES
0.186516 0.187405 0.188323 0.189273 0.190254 67.55 68.23
American Skiing Company 029654AG5 01/15/97 07/15/06 97.279 12.000
13.33 0.008505 0.009036 0.009601 0.010201 0.010839 3.34 3.77
American Towers, Inc. 03027RAA1 02/01/03 08/01/08 45.465 0.000

0.187636 0.201575 0.216549 0.232636 64.01 79.92
03027RAB9 02/01/03 08/01/08 45.465 0.000
0.187636 0.201575 0.216549 0.232636 64.01 79.92
03027RAC7 02/01/03 08/01/08 45.465 0.000
0.187636 0.201575 0.216549 0.232636 64.01 79.92
03027RAD5 02/01/03 08/01/08 45.465 0.000
0.187636 0.201575 0.216549 0.232636 64.01 79.92
AmerUs Group Co. 03072M405 05/28/03 05/16/08 100.000 VARIES
0.177351 0.178083 0.178891 0.179725 37.81 64.33
03072M504 05/28/03 05/16/08 100.000 VARIES
0.177351 0.178083 0.178891 0.179725 37.81 64.33
Anadarko Petroleum
Corporation 032511AP2 03/07/00 03/07/20* 49.960 0.000

51.31 0.052974 0.053901 5.54*
032511AQ0 03/13/01 03/13/21 100.000 0.000

0.214906 0.222406 0.230168 0.238201 0.246514 80.36 86.07
032511AR8 03/13/01 03/13/21 100.000 0.000
0.214906 0.222406 0.230168 0.238201 0.246514 80.36 86.07
Anixter International 035290AA3 06/28/00 06/28/20 25.257 0.000
47.64 0.057688 0.059381 0.061459 0.063610 0.066198 21.38 22.91
035290AB1 06/28/00 06/28/20 25.257 0.000

47.64 0.057688 0.059381 0.061459 0.063610 0.066198 21.38 22.91
035290AC9 06/28/00 06/28/20 25.257 0.000

47.64 0.057688 0.059381 0.061459 0.063610 0.066198 21.38 22.91
035290AD7 07/07/03 07/07/33 38.016 VARIES

0.077091 0.079905 0.082822 13.41 29.26
-----------------------------

SECTION I-B
OID per

Issue Price Annual
(Percent of Stated


______________ _________ ________ _________ __________ ________

________ ________ ________ ________ ________ ________ ______ ______
Anixter International 035290AE5 07/07/03 07/07/33 38.016 VARIES

0.077091 0.079905 0.082822 13.41 29.26
035290AF2 07/07/03 07/07/33 38.016 VARIES
0.077091 0.079905 0.082822 13.41 29.26
Anker Coal Group, Inc. 035396AE0 10/28/99 10/01/07* 84.997 14.250
0.433662 0.435039 0.439120 122.60*
Anthem, Inc. 03674B203 11/02/01 11/15/06 100.000 VARIES
0.196009 0.193907 0.197183 0.196212 71.21 62.72
Anthony Crane Cap. Corp. 036778AC2 07/31/03 02/01/08 3.000 VARIES
0.155995 0.156807 0.303573 0.328490 23.68 108.62
Aon Corporation 037389AQ6 11/07/02 11/15/12 100.000 VARIES
0.253045 0.260121 0.267532 0.275280 0.283380 93.04 98.44
037389AT0 11/07/02 11/15/12 100.000 VARIES
0.253045 0.260121 0.267532 0.275280 0.283380 93.04 98.44
Apogent Technologies 03760AAD3 10/10/01 10/15/21 100.000 VARIES
0.169963 0.173132 0.176394 0.179752 0.183209 62.25 64.62
03760AAE1 10/10/01 10/15/21 100.000 VARIES
0.169963 0.173132 0.176394 0.179752 0.183209 62.25 64.62
Arch Escrow Corporation 039384AC6 04/09/99 04/15/08 95.091 13.750
13.19 0.012720 0.013658 0.014665 0.015747 0.016908 4.90 5.64
Arch Wireless Holdings,
Inc. 039392AB1 05/29/02 05/15/09 100.000 VARIES

0.351776 0.372883 0.395255 0.418971 0.444109 132.44 148.81
Republic of Argentina 040114AZ3 12/04/98 12/04/05 97.750 11.000
10.95 0.009467 0.010010 0.010584 0.011192 0.011834 3.54 3.95
040114BD1 03/01/99 03/01/29 75.576 8.875

0.021036 0.022341 0.023726 0.025197 0.025196 8.13 8.98
040114BK5 10/15/99 10/15/03 66.421 0.000
258.56 0.263183 0.276993 77.23
040114BL3 10/15/99 10/15/04 58.701 0.000
239.75 0.245640 0.259080 0.273256 0.288207 92.95 80.30
040114GA2 06/15/00 06/15/15 91.700 11.750

5.58 0.007303 0.007779 0.008285 0.008825 0.009399 2.73 3.10
040114GB0 07/21/00 07/21/30 80.144 10.250

1.72 0.002214 0.002356 0.002508 0.002669 0.002841 .87 .99
040114GF1 06/19/01 12/19/08 77.800 VARIES

0.196086 0.211952 0.229101 0.248570 0.249578 73.84 86.05
040114GG9 06/19/01 06/19/18 75.375 12.250
0.384766 0.411295 0.442069 0.475145 0.513503 146.04 168.78
040114GH7 06/19/01 06/19/31 75.250 12.000
0.365572 0.389683 0.417666 0.447658 0.482441 138.52 159.20
Arlington Sport Facility
Development Authority 04184EAA7 02/17/93 12/31/08 28.800 0.000

336.78 0.138789 0.144339 0.150112 0.156116 0.162360 50.97 55.13
Armstrong County
Industrial Development 04233KAB2 07/29/99 08/20/34 6.955 0.000

20.69 0.018893 0.019625 0.020386 0.021176 0.021996 7.13 7.69
Atlanta Urban
Residential Finance 047852DF2 09/08/94 10/01/16 16.362 0.000

160.11 0.073765 0.076853 0.080071 0.083424 0.086917 27.68 30.05
ATMEL Corporation 049513AB0 04/21/98 04/21/18 33.785 0.000

98.04 0.065891 0.067703 0.069565 0.071478 0.073443 24.30 25.66
049513AC8 04/21/98 04/21/18 33.785 0.000

98.04 0.065891 0.067703 0.069565 0.071478 0.073443 24.30 25.66
Avalon Cable, LLC 053402AB9 12/10/98 12/01/08 56.332 VARIES

0.290669 0.306242 0.204459 0.204458 0.205581 106.27 74.87
Avon Products, Inc. 054303AN2 07/12/00 07/12/20* 47.566 0.000
45.71 0.053370 0.054370 10.37*
054303AP7 07/12/00 07/12/20* 47.566 0.000

45.71 0.053370 0.054370 10.37*
Azusa, California
Redevelopment Agency 05502MAB9 06/16/92 12/01/12 16.502 0.000

252.61 0.103665 0.108332 0.113209 0.118305 0.123630 38.45 41.99
B.F. Goodrich Company 05538W208 07/06/95 09/30/25 100.000 8.300

0.228022 0.226776 0.226776 0.226776 0.228022 82.88 83.12
BGLS, Inc. 055432AD0 05/14/01 03/31/06 80.884 10.000
49.18 0.094075 0.101487 0.109484 0.118111 0.127417 36.60 42.60
Bank of America Corp. 060505AT1 10/29/02 03/01/07 94.733 0.000

0.094858 0.096016 0.097747 0.099509 0.101302 34.70 35.93
Bank of America Corp. 06050MAC1 09/07/99 09/07/06 100.000 0.250
0.243578 0.252038 0.260800 0.269875 0.279275 91.17 97.63
06050MAF4 11/19/99 11/19/04 100.000 0.000
0.230851 0.238700 0.246815 0.255207 85.19 80.00
06050MAW7 11/10/00 11/10/07 110.000 0.250
0.274559 0.284929 0.295701 0.306890 0.318513 101.79 109.63
06050MBQ9 11/16/01 05/16/03 100.000 0.000
0.070796 9.56
-----------------------------
SECTION I-B
OID per

Issue Price Annual
(Percent of Stated


______________ _________ ________ _________ __________ ________

________ ________ ________ ________ ________ ________ ______ ______
Bank of America Corp. 06050MBU0 03/27/02 03/28/05 100.000 0.000

0.143699 0.147324 0.151040 0.154850 0.158756 53.07 55.78
06050MBV8 06/28/02 07/02/07 100.000 0.000
0.132269 0.135416 0.138639 0.141938 0.145315 49.32 51.70
06050MBY2 11/27/02 11/29/07 100.000 0.000
0.111008 0.113226 0.115487 0.117795 0.120148 40.51 42.14
06050MBZ9 12/05/02 12/05/07* 100.000 0.000
0.113888 17.54*
06050MCB1 02/20/03 02/20/08 100.000 0.000
0.101388 0.103239 0.105123 0.107041 31.77 38.00
06050MCH8 04/25/03 04/29/08 100.000 0.000
0.098388 0.098427 0.100170 0.101944 0.103750 24.32 36.60
06050MCK1 05/30/03 06/03/08 100.000 0.000
0.080421 0.080441 0.081605 0.082786 0.083985 17.01 29.66
06050MCM7 06/04/03 06/04/07 100.000 0.000
0.066667 0.067467 0.068276 0.069095 13.82 24.48
06050MCN5 05/29/03 05/29/08 100.000 0.000
0.083333 0.084583 0.085852 0.087139 17.71 30.76
06050MCP0 06/25/03 06/25/10 100.000 0.000
0.098611 0.100362 0.102143 0.103956 18.35 36.47
06050MCQ8 07/25/03 07/29/08 100.000 0.000
0.096028 0.096065 0.097725 0.099415 14.99 35.39
Bank of America Corp. 06606NAJ3 04/27/99 04/27/04 100.000 0.000
0.198431 0.204225 0.210189 73.23 24.38
Baxter International,Inc 071813406 12/17/02 02/16/08 100.000 VARIES
0.121846 0.121991 0.122473 0.122966 0.123470 43.98 44.31
071813604 12/17/02 02/16/08 100.000 VARIES
0.121846 0.121991 0.122473 0.122966 0.123470 43.98 44.31
071813AQ2 05/21/01 06/01/21 100.000 1.250
0.182394 0.186898 0.191539 0.196322 0.201250 66.75 70.11
071813AR0 05/21/01 06/01/21 100.000 1.250
0.182394 0.186898 0.191539 0.196322 0.201250 66.75 70.11
Bayerische Landesbank 072738503 06/05/03 06/06/06 100.000 0.000
0.048564 0.048566 0.048991 0.049419 0.049851 10.02 17.74
Bayerische Landesbank 0727G0AA8 05/31/02 05/28/10 100.000 0.000
0.150928 0.154923 0.159025 0.163235 0.167556 55.32 58.29
Bear Stearns Companies 073902371 05/21/97 05/20/03 100.000 0.000
0.280159 38.94
Bear Stearns Companies 073928JS3 06/03/99 06/30/11 46.328 0.000
118.65 0.104634 0.108021 0.111517 0.115127 0.118854 38.28 40.80
073928WN9 02/27/02 08/15/13 49.000 0.000

26.49 0.086613 0.090831 0.092173 0.096129 0.098088 33.15 35.28
Beaver County Industrial
Development Authority 07487TAB9 04/29/99 11/20/24 17.103 0.000

49.43 0.042708 0.044210 0.045763 0.047372 0.049037 15.77 16.90
BellSouth
Telecommunications 079867AS6 12/13/95 12/15/95 25.235 VARIES

0.076969 0.079605 0.082332 0.085151 0.088068 28.27 30.24
Big City Radio, Inc. 089098AA5 03/17/98 03/15/05* 72.055 VARIES
0.310763 0.305696 71.60*
089098AB3 03/17/98 03/15/05* 72.055 VARIES
0.310763 0.305696 71.60*
089098AC1 03/17/98 03/15/05* 72.055 VARIES
0.310763 0.305696 71.60*
Brightpoint, Inc. 109473AA6 03/11/98 03/11/18* 45.289 0.000
94.97 0.060138 0.061341 7.22*
109473AB4 03/11/98 03/11/18* 45.289 0.000

94.97 0.060138 0.061341 7.22*
109473AC2 03/11/98 03/11/18* 45.289 0.000

94.97 0.060138 0.061341 7.22*
Brill Media Company 109492AC2 12/30/97 12/15/07 89.963 VARIES

0.130085 0.129774 0.130198 0.130648 0.131847 47.42 47.76
109492AH1 12/30/97 12/15/07 92.200 7.500
0.129508 0.131000 0.131503 0.132037 0.131479 47.57 48.23
Budget Group Capital
Trust 119001204 06/19/98 06/15/28 100.000 6.250

0.175582 0.174745 0.174871 0.175002 0.176099 63.92 64.05
119001303 06/19/98 06/15/28 100.000 6.250
0.175582 0.174745 0.174871 0.175002 0.176099 63.92 64.05
Buffets, Inc. 119882AA6 06/28/02 07/15/10 96.181 11.250
1.51 0.008233 0.008727 0.009251 0.009806 0.010395 3.22 3.62
119882AB4 06/28/02 07/15/10 96.181 11.250

1.51 0.008233 0.008727 0.009251 0.009806 0.010395 3.22 3.62
Bureau and Putnam
County, IL 121061CC7 03/18/03 12/01/04 103.778 0.000

0.072826 0.073199 0.074123 0.075060 20.72 24.63
121061CD5 03/18/03 12/01/05 105.386 VARIES
0.086136 0.086650 0.087925 0.089218 0.083379 24.52 31.75
-----------------------------
SECTION I-B
OID per

Issue Price Annual
(Percent of Stated


______________ _________ ________ _________ __________ ________

________ ________ ________ ________ ________ ________ ______ ______
Bureau and Putnam
County, IL 121061CE3 03/18/03 12/01/06 106.270 VARIES

0.101765 0.102477 0.104243 0.106040 0.099070 29.00 37.70
Butler County Industrial
Development Authority 12359RAQ5 01/15/97 11/01/05 51.150 0.000

294.42 0.171681 0.178349 0.185276 0.192472 0.199948 63.82 68.87
12359RAR3 01/15/97 05/01/06 49.018 0.000

284.37 0.166044 0.172535 0.179280 0.186288 0.193570 61.74 66.66
12359RAS1 01/15/97 11/01/06 47.084 0.000
274.01 0.160087 0.166361 0.172881 0.179656 0.186697 59.53 64.29
12359RAT9 01/15/97 05/01/07 45.174 0.000

264.13 0.154438 0.160513 0.166828 0.173392 0.180213 57.43 62.04
12359RAU6 01/15/97 11/01/07 43.373 0.000

254.40 0.148829 0.154699 0.160800 0.167143 0.173735 55.35 59.81
12359RAV4 01/15/97 05/01/08 41.546 0.000

245.20 0.143603 0.149296 0.155215 0.161368 0.167765 53.42 57.74
12359RAW2 01/15/97 11/01/08 39.917 0.000

235.94 0.138221 0.143707 0.149411 0.155342 0.161507 51.42 55.58
12359RAX0 01/15/97 05/01/09 38.166 0.000

227.35 0.133365 0.138692 0.144232 0.149993 0.155984 49.62 53.67
12359RAY8 01/15/97 11/01/09 36.700 0.000

218.61 0.128243 0.133365 0.138692 0.144232 0.149993 47.72 51.60
12359RAZ5 01/15/97 05/01/10 35.110 0.000

210.43 0.123578 0.128539 0.133699 0.139066 0.144649 45.99 49.75
12359RBA9 01/15/97 11/01/10 33.621 0.000

202.43 0.118978 0.123772 0.128759 0.133947 0.139344 44.28 47.92
12359RBB7 01/15/97 05/01/11 32.274 0.000

194.62 0.114418 0.119035 0.123837 0.128833 0.134030 42.59 46.09
CFW Communications 124923AA1 07/26/00 08/15/10* 96.149 13.000

5.25 0.006892 0.007365 0.007870 1.82*
124923AB9 07/26/00 08/15/10* 96.149 13.000

5.25 0.006892 0.007365 0.007870 1.82*
124923AD5 07/26/00 08/15/10* 96.149 13.000

5.25 0.006892 0.007365 0.007870 1.82*
124923AE3 07/26/00 08/15/10* 96.149 13.000

5.25 0.006892 0.007365 0.007870 1.82*
Sirius Satellite Radio 125127AA8 11/26/97 12/01/07 42.106 VARIES

0.438261 0.440068 0.442026 0.444149 0.446448 158.21 159.64
125127AB6 11/26/97 12/01/07 42.106 VARIES
0.438261 0.440068 0.442026 0.444149 0.446448 158.21 159.64
Call-Net Enterprises 130910AE2 07/24/98 08/15/08 64.249 VARIES
0.227522 0.237691 0.248314 0.248313 0.248312 86.57 89.39
Cellular, Inc. 151163AC6 09/07/93 09/01/03 56.609 VARIES
0.326378 0.326378 78.33
Cendant Corporation 151313AE3 02/13/01 02/13/21 60.841 0.000
0.183874 0.192581 0.201700 0.211250 0.221253 70.22 77.03
151313AF0 02/13/01 02/13/21 60.841 0.000
0.183873 0.192580 0.201698 0.211249 0.221251 70.22 77.03
151313AG8 05/04/01 05/04/21 100.000 0.000
0.290854 0.299273 0.316479 0.327439 0.348178 109.20 119.69
151313AH6 05/04/01 05/04/21 100.000 0.000
0.290854 0.299273 0.316479 0.327439 0.348178 109.20 119.69
151313AJ2 07/27/01 08/17/06 99.000 VARIES
0.201320 0.201854 0.202407 0.202980 0.203169 72.72 73.07
151313AM5 11/27/01 11/27/11 100.000 3.875
0.272304 0.279952 0.287954 0.296329 0.305092 99.94 105.75
151313AN3 11/27/01 11/27/11 100.000 3.875
0.272304 0.279952 0.287954 0.296329 0.305092 99.94 105.75
Centerpoint Energy, Inc. 15189T206 09/21/99 09/15/29 100.000 2.000
0.344634 0.358826 0.373714 0.389333 0.405718 129.71 140.74
Century Communications 156503AF1 04/01/93 03/15/03 42.125 0.000
561.28 0.236037 17.47
156503AK0 11/13/97 11/15/17 93.375 8.375

7.78 0.005301 0.005543 0.005795 0.006058 0.006334 1.97 2.16
156503AM6 01/15/98 01/15/08 41.266 0.000

227.61 0.151141 0.160598 0.165129 0.174497 0.180411 59.26 64.74
156503AN4 01/15/98 01/15/08 41.266 0.000

227.61 0.151141 0.160598 0.165129 0.174497 0.180411 59.26 64.74
Chiron Corporation 170040AD1 06/12/01 06/12/31 55.045 0.000

0.105829 0.108603 0.112062 0.115631 0.119969 39.26 41.83
170040AE9 06/12/01 06/12/31 55.045 0.000
0.105829 0.108603 0.112062 0.115631 0.119969 39.26 41.83
Chubb Corporation 171232309 12/02/02 11/16/07 100.000 VARIES
0.133278 0.133739 0.134282 0.134838 0.135407 48.11 48.49
171232507 06/24/03 08/16/08 100.000 VARIES
0.086263 0.086369 0.086737 0.087111 16.15 31.26
171232AG6 12/02/02 11/16/07 100.000 VARIES
0.133278 0.133739 0.134282 0.134838 0.135407 48.11 48.49
171232AK7 06/24/03 08/16/08 100.000 VARIES
0.086263 0.086369 0.086737 0.087111 16.15 31.26
-----------------------------
SECTION I-B
OID per

Issue Price Annual
(Percent of Stated


______________ _________ ________ _________ __________ ________

________ ________ ________ ________ ________ ________ ______ ______
Chukchansi Economic
Development Authority 171276AA6 10/08/02 06/15/09 91.476 14.500

1.72 0.021211 0.022978 0.024892 0.026965 0.029212 8.01 9.40
171276AB4 10/08/02 06/15/09 91.476 14.500

1.72 0.021211 0.022978 0.024892 0.026965 0.029212 8.01 9.40
Cinemark Mexico, Inc. 172438AD5 09/30/96 08/01/03 100.000 VARIES

0.346237 0.347045 72.85
172438AE3 09/30/96 08/01/03 100.000 VARIES
0.346237 0.347045 72.85
Citizens Communications
Company 17453B200 06/19/01 08/17/06 98.920 VARIES

0.218116 0.219316 0.220564 0.221860 0.222037 79.07 79.83
Citrix Systems, Inc. 177376AA8 03/22/99 03/22/19 35.471 0.000
76.68 0.062016 0.063644 0.065314 0.067029 0.068788 22.95 24.17
177376AB6 03/22/99 03/22/19 35.471 0.000

76.68 0.062016 0.063644 0.065314 0.067029 0.068788 22.95 24.17
Columbia, Repulic 195325AP0 03/09/99 03/09/04 97.354 10.875

18.78 0.016703 0.017671 0.018695 6.41 1.27
COLT Telecom Group, PLC 196877AA2 12/17/96 12/15/06 54.067 VARIES

0.340072 0.340490 0.340933 0.341404 0.341904 122.51 122.84
196877AB0 12/17/96 12/15/06 54.067 VARIES
0.340072 0.340490 0.340933 0.341404 0.341904 122.51 122.84
Comcast Corporation 200300507 10/15/99 10/15/29 100.000 2.000
0.377238 0.394151 0.411954 0.430692 0.450416 141.49 154.60
200300606 11/15/99 11/15/29 100.000 2.000
0.370953 0.387324 0.404544 0.422659 0.441713 138.03 150.61
200300BH3 12/19/00 12/19/20 77.941 0.000
20.00 0.027745 0.027919 0.028093 0.028269 0.028446 10.02 10.15
Comdisco Holdings Co,Inc 200335AB3 08/12/02 06/30/05* 85.336 11.000

0.427545 50.02*
Comed Financing I 20033V209 09/26/95 09/30/35* 100.000 8.480
0.232967 18.17*
Consoltex Group 210305AC2 02/12/02 01/31/09 100.000 VARIES
0.298961 0.303923 0.298974 0.302266 0.298987 106.25 106.25
Consumers Energy
Financing I 210519203 01/01/97 12/31/15 100.000 8.360

0.232222 0.232222 0.232222 0.232222 0.232222 83.60 83.60
Convergent Communication 211914AC0 04/02/98 04/01/08 95.696 13.000
13.62 0.010750 0.011492 0.012286 0.013134 0.014041 4.14 4.73
Cook County, Illinois 213314DE4 09/16/03 12/01/08 79.030 0.000

0.100294 0.101252 0.103565 0.105931 10.56 37.01
Cook County, Illinois 214471HQ0 12/30/02 12/01/22 21.989 0.000
.05 0.047335 0.048874 0.050768 0.052735 0.054778 17.42 18.75
Cook County, Illinois 215093EV3 06/17/03 12/01/13 59.669 0.000
0.082871 0.084758 0.086877 0.089049 16.13 31.02
215093EW1 06/17/03 12/01/14 55.539 0.000
0.080220 0.082121 0.084256 0.086446 15.62 30.08
215093EX9 06/17/03 12/01/15 51.495 0.000
0.077239 0.079140 0.081277 0.083471 15.04 29.00
Cook County, Illinois
School District No.155 215219DU7 02/01/01 12/01/03 84.345 0.000

103.05 0.159477 0.164339 53.50
215219DV5 02/01/01 12/01/04 78.838 0.000

99.63 0.154521 0.159387 0.164405 0.169581 56.80 55.19
215219DW3 02/01/01 12/01/05 73.577 0.000

95.31 0.148057 0.152830 0.157757 0.162843 0.168093 54.45 58.02
215219DX1 02/01/01 12/01/06 68.469 0.000

90.86 0.141365 0.146029 0.150846 0.155823 0.160963 52.02 55.50
215219DY9 02/01/01 12/01/07 63.741 0.000

85.94 0.133843 0.138325 0.142958 0.147746 0.152694 49.26 52.62
215219DZ6 02/01/01 12/01/08 59.225 0.000

81.10 0.126446 0.130744 0.135188 0.139784 0.144535 46.56 49.78
215219EA0 02/01/01 12/01/09 55.158 0.000

76.12 0.118737 0.122803 0.127009 0.131358 0.135856 43.73 46.77
215219EB8 02/01/01 12/01/10 51.321 0.000

71.37 0.111384 0.115226 0.119201 0.123312 0.127566 41.02 43.90
215219EG7 02/01/01 12/01/14 37.337 0.000

54.70 0.085680 0.088785 0.092003 0.095338 0.098793 31.59 33.93
215219EH5 02/01/01 12/01/15 34.277 0.000

50.94 0.079883 0.082818 0.085862 0.089017 0.092287 29.47 31.67
215219FB7 06/30/03 12/01/07 84.673 0.000

0.089366 0.090794 0.092519 0.094277 16.22 33.10
215219FC5 06/30/03 12/01/08 81.113 0.000
0.087860 0.089300 0.091041 0.092816 15.95 32.57
215219FD3 06/30/03 12/01/09 76.100 0.000
0.090887 0.092530 0.094519 0.096551 16.50 33.79
215219FE1 06/30/03 12/01/10 71.619 0.000
0.090510 0.092239 0.094337 0.096483 16.43 33.71
-----------------------------
SECTION I-B
OID per

Issue Price Annual
(Percent of Stated


______________ _________ ________ _________ __________ ________

________ ________ ________ ________ ________ ________ ______ ______
Cook County, IL 215219FN1 06/30/03 12/01/18 44.637 0.000

0.065711 0.067174 0.068954 0.070781 11.94 24.61
215219FP6 06/30/03 12/01/19 41.690 0.000
0.062532 0.063949 0.065676 0.067449 11.36 23.44
215219FQ4 06/30/03 12/01/20 39.193 0.000
0.059329 0.060688 0.062342 0.064040 10.78 22.25
215219FR2 06/30/03 12/01/21 36.482 0.000
0.056238 0.057549 0.059146 0.060787 10.22 21.10
215219FS0 06/30/03 12/01/22 33.892 0.000
0.053188 0.054450 0.055988 0.057569 9.66 19.97
Cook County, Illinois
School District No.170 215381HH0 12/31/96 12/01/03 60.888 0.000

327.60 0.188722 0.195609 63.52
215381HJ6 12/31/96 12/01/04 56.244 0.000

307.65 0.177732 0.184307 0.191125 0.198196 65.57 64.34
215381HK3 12/31/96 12/01/05 51.854 0.000

288.30 0.167029 0.173292 0.179789 0.186531 0.193525 61.64 66.35
215381HN7 08/07/03 12/01/06 90.595 0.000

0.075480 0.076201 0.077344 0.078504 10.89 27.71
215381HP2 08/07/03 12/01/07 86.272 0.000
0.082662 0.083567 0.085008 0.086474 11.93 30.43
215381HQ0 08/07/03 12/01/12 61.760 0.000
0.089877 0.091373 0.093767 0.096223 12.99 33.47
215381HR8 08/07/03 12/01/13 57.537 0.000
0.086770 0.088266 0.090662 0.093124 12.54 32.35
215381HS6 08/07/03 12/01/14 53.466 0.000
0.083304 0.084786 0.087164 0.089608 12.04 31.10
Cook County, Illinois 215903EV3 06/17/03 12/01/13 59.669 0.000
0.082871 0.084758 0.086877 0.089049 16.13 31.02
215903EW1 06/17/03 12/01/14 55.539 0.000
0.080220 0.082121 0.084256 0.086446 15.62 30.08
215903EX9 06/17/03 12/01/15 51.495 0.000
0.077239 0.079140 0.081277 0.083471 15.04 29.00
Cooper Cameron Corp. 216640AA0 05/16/01 05/17/21 77.941 0.000
15.94 0.027570 0.027742 0.027916 0.028090 0.028266 9.97 10.10
Coppell Independent
School District 217489SW4 09/25/97 08/15/03 67.642 0.000

283.22 0.175417 0.181336 40.36
217489SX2 09/25/97 08/15/04 62.668 0.000

269.23 0.167319 0.173090 0.179060 0.185237 62.87 41.22
217489SY0 09/25/97 08/15/05 57.892 0.000

255.06 0.159056 0.164662 0.170465 0.176473 0.182692 59.82 64.11
217489SZ7 09/25/97 08/15/06 53.555 0.000

239.90 0.149938 0.155297 0.160848 0.166597 0.172552 56.43 60.53
Corning, Inc. 219350AJ4 11/08/00 11/08/15 74.192 0.000

32.40 0.042892 0.043321 0.043754 0.044192 0.044634 15.56 15.88
Corvallie, Benton County 2208854Z7 03/12/02 01/01/05 87.959 0.000

32.96 0.117316 0.120031 0.122809 0.125650 42.72 44.72
2208855A1 03/12/02 01/01/06 82.755 0.000

33.79 0.120540 0.123577 0.126690 0.129881 43.94 46.18
2208855B9 03/12/02 01/01/07 77.493 0.000

33.80 0.120823 0.124072 0.127409 0.130835 44.08 46.48
2208855C7 03/12/02 01/01/08 72.008 0.000

33.53 0.120125 0.123572 0.127117 0.130764 43.87 46.42
2208855D5 03/12/02 01/01/09 67.064 0.000

32.44 0.116369 0.119835 0.123406 0.127082 42.52 45.09
2208855E3 03/12/02 01/01/10 62.052 0.000

31.29 0.112414 0.115904 0.119502 0.123212 41.10 43.69
2208855F0 03/12/02 01/01/11 57.678 0.000

29.75 0.106963 0.110359 0.113862 0.117476 39.12 41.64
2208855G8 03/12/02 01/01/12 53.670 0.000

28.12 0.101181 0.104443 0.107811 0.111287 37.01 39.44
2208855H6 03/12/02 01/01/13 49.793 0.000

26.54 0.095554 0.098688 0.101924 0.105267 34.96 37.29
2208855J2 03/12/02 01/01/14 46.414 0.000

24.93 0.089787 0.092754 0.095819 0.098985 32.86 35.06
2208855K9 03/12/02 01/01/15 43.223 0.000

23.40 0.084280 0.087086 0.089986 0.092982 30.85 32.93
2208855L7 03/12/02 01/01/16 39.945 0.000

21.95 0.079120 0.081794 0.084558 0.087416 28.96 30.96
2208855M5 03/12/02 01/01/17 37.109 0.000
20.55 0.074076 0.076598 0.079206 0.081903 27.12 29.00
2208855N3 03/12/02 01/01/18 34.442 0.000

19.21 0.069283 0.071659 0.074116 0.076658 25.37 27.14
2208855P8 03/12/02 01/01/19 31.935 0.000

17.94 0.064734 0.066970 0.069284 0.071677 23.71 25.37
2208855Q6 03/12/02 01/01/20 29.582 0.000

16.74 0.060422 0.062524 0.064700 0.066951 22.13 23.70
2208855R4 03/12/02 01/01/21 27.475 0.000

15.62 0.056375 0.058345 0.060384 0.062494 20.65 22.12
2208855S2 03/12/02 01/01/22 25.504 0.000

14.56 0.052568 0.054413 0.056322 0.058299 19.26 20.63
2208855T0 03/12/02 01/01/23 23.613 0.000

13.56 0.048963 0.050691 0.052480 0.054333 17.94 19.23
SECTION I-B
OID per

Issue Price Annual
(Percent of Stated


______________ _________ ________ _________ __________ ________

________ ________ ________ ________ ________ ________ ______ ______
Costco Companies, Inc. 22160QAA0 08/19/97 08/19/17 49.960 0.000

102.27 0.057774 0.058785 0.059814 0.060861 0.061926 21.25 22.00
22160QAB8 08/19/97 08/19/17 49.960 0.000

102.27 0.057774 0.058785 0.059814 0.060861 0.061926 21.25 22.00
22160QAC6 08/19/97 08/19/17 49.960 0.000

102.27 0.057774 0.058785 0.059814 0.060861 0.061926 21.25 22.00
Covad Communications 222814AD7 03/11/98 03/15/08 50.666 VARIES
0.352906 0.371117 0.375493 0.371727 0.378230 134.60 137.03
222814AG0 03/11/98 03/15/08 50.666 VARIES
0.352906 0.371117 0.375493 0.371727 0.378230 134.60 137.03
222814AH8 03/11/98 03/15/08 50.666 VARIES
0.352906 0.371117 0.375493 0.371727 0.378230 134.60 137.03
Cox Communications, Inc. 224044503 11/29/99 11/15/29 100.000 VARIES
0.277363 0.283208 0.297300 0.305443 0.322619 103.25 111.50
224044AW7 03/14/00 03/14/30 100.000 3.000
0.308479 0.313968 0.328556 0.336523 0.354387 115.79 124.53
224044AX5 04/19/00 04/19/20 42.589 0.426
0.132711 0.137552 0.143376 0.149468 0.156699 50.11 54.58
224044BA4 02/23/01 02/23/21 69.503 0.348
22.91 0.034926 0.035318 0.035716 0.036118 0.036524 12.75 13.03
224044BB2 02/23/01 02/23/21 69.503 0.348

22.91 0.034926 0.035318 0.035716 0.036118 0.036524 12.75 13.03
224044BC0 02/23/01 02/23/21 69.503 0.348

22.91 0.034926 0.035318 0.035716 0.036118 0.036524 12.75 13.03
Crown Castle
International 228227AB0 11/25/97

11/15/07* 59.765 VARIES
0.295127 0.295126 54.89*
228227AD6 05/17/99 05/15/11 60.339 VARIES
0.247624 0.260469 0.273981 0.288194 0.288194 92.67 101.85
228227AE4 08/03/99 08/01/11 57.889 VARIES
0.251062 0.265185 0.280101 0.295856 0.312498 97.28 108.53
228227AF1 08/03/99 08/01/11 57.889 VARIES
0.251062 0.265185 0.280101 0.295856 0.312498 97.28 108.53
Crown Packaging
Enterprises, Ltd. 228441AC5 08/13/96 08/01/06 32.367 VARIES

0.364427 0.393750 0.425434 0.428374 0.431552 145.62 154.60
Crown Packaging Holdings 228443AC1 11/01/93 11/01/03 38.504 VARIES
0.373280 0.375526 112.39
Cypress-Fairbanks ISD 232760AV0 05/27/93 02/15/04 47.838 0.000
447.43 0.175349 0.181485 0.187836 65.93 8.26
D. R. Horton, Inc. 23331AAH2 05/11/01

05/11/21* 52.478 VARIES
0.147468 0.154016 21.64*
DTE Energy Company 233331206 06/25/02 08/16/07 100.000 VARIES
0.153062 0.153758 0.154473 0.155207 0.155962 55.42 55.94
233331AH0 06/25/02 08/16/07 100.000 VARIES
0.153062 0.153758 0.154473 0.155207 0.155962 55.42 55.94
Danka Business Systems 236277AC3 06/29/01 04/01/08 28.000 10.000
0.109040 0.133120 0.162518 0.198407 0.242222 48.40 72.14
236277AD1 06/29/01 04/01/04* 35.000 0.000
275.19 0.656834 0.794021 167.90*
Dayton Superior
Corporation 240028AB6 06/16/00 06/15/09 95.575 13.000

7.69 0.010062 0.010701 0.011444 0.012238 0.013159 3.81 4.36
240028AC4 06/16/00 06/15/09 95.575 13.000

7.69 0.010062 0.010701 0.011444 0.012238 0.013159 3.81 4.36
240028AD2 06/16/00 06/15/09 95.575 13.000

7.68 0.010174 0.010880 0.011635 0.012442 0.013305 3.81 4.36
240028AE0 06/16/00 06/15/09 95.575 13.000

7.68 0.010174 0.010880 0.011635 0.012442 0.013305 3.81 4.36
240028AF7 06/16/00 06/15/09 95.575 13.000

7.69 0.010062 0.010701 0.011444 0.012238 0.013159 3.81 4.36
240028AG5 03/15/03 09/15/08 98.088 10.750

0.007241 0.007647 0.008076 0.008530 2.11 2.92
Details Capital Corp. 25063TAA5 11/18/97 11/15/07 54.595 VARIES
0.347215 0.347215 0.347215 0.347214 0.347214 125.00 125.00
Detroit Edison Company 250847712 02/13/96 03/31/26 100.000 7.625
0.209478 0.208333 0.208333 0.208333 0.209478 76.14 76.36
Deutsche Bank AG 251525AE1 01/29/03 01/31/08 100.000 0.000
0.092850 0.092867 0.094419 0.095998 0.097602 31.16 34.76
251525AH4 03/31/03 04/02/08 100.000 0.000
0.093206 0.093223 0.094787 0.096377 0.097994 25.40 34.69
251525AJ0 05/27/03 11/29/06 100.000 0.000
0.059567 0.059574 0.060212 0.060858 0.061511 12.77 21.83
Deutsche Bank AG 251526BE8 07/02/01 02/08/08 99.877 2.750
0.165179 0.170620 0.170575 0.175298 0.176293 62.06 64.12
Deutsche Bank AG 25152CAA4 03/21/03 03/26/08 100.000 0.000
0.094596 0.094641 0.096252 0.097891 0.099558 26.65 35.26
25152CAB2 04/30/03 11/01/06 100.000 0.000
0.071799 0.071805 0.072733 0.073673 0.074625 17.36 26.47
-----------------------------
SECTION I-B
OID per

Issue Price Annual
(Percent of Stated


______________ _________ ________ _________ __________ ________

________ ________ ________ ________ ________ ________ ______ ______
Deutsche Bank AG 25152CAC0 06/25/03 06/27/08 100.000 0.000

0.072758 0.072769 0.073722 0.074687 0.075665 13.54 26.72
25152CAD8 07/02/03 07/07/08 100.000 0.000
0.079045 0.079076 0.080201 0.081342 14.15 29.06
25152CAE6 09/02/03 03/06/07 100.000 0.000
0.091553 0.091587 0.093096 0.094630 10.90 33.59
25152CAF3 08/05/03 02/07/07 100.000 0.000
0.086891 0.086907 0.088266 0.089646 12.69 31.93
25152CAH9 09/17/03 09/19/07 100.000 0.000
0.086798 0.086813 0.088169 0.089547 9.03 31.78
Deutsche Bank Financial 25153EBE0 11/18/99 11/18/04 100.000 0.000
0.215925 0.219264 0.228833 0.233656 80.00 74.57
25153EBG5 01/14/00 01/14/07 100.000 1.000
0.228242 0.239383 0.242979 0.253504 0.258797 87.84 93.55
25153EBK6 05/15/00 05/15/07 100.000 1.250
0.249231 0.253284 0.264589 0.270466 0.284189 92.44 98.84
25153EBM2 11/15/00 11/15/07 100.000 0.250
0.215933 0.223069 0.230447 0.238078 0.245969 79.69 85.05
25153EBN0 11/15/00 11/15/05 96.300 0.000
0.208102 0.215183 0.222504 0.230075 0.237903 76.85 82.17
25153EBP5 01/12/01 01/12/08 100.000 0.250
0.170474 0.178108 0.180071 0.187113 0.190232 65.27 68.95
25153EBR1 02/08/01 02/08/08 100.000 2.750
0.164073 0.169412 0.169301 0.173920 0.174836 61.62 63.61
Devon Energy 25179MAA1 08/02/98 08/15/08 97.500 4.900
0.224275 0.227558 0.230964 0.234497 0.238161 82.24 84.76
25179MAB9 08/02/98 08/15/08 96.562 4.950
0.221195 0.224313 0.227546 0.230900 0.234378 81.06 83.45
Diamond Cable
Communications, PLC 252567AA0 09/28/94 09/30/04* 52.613 VARIES

0.364012 3.28*
252567AB8 12/15/95 12/15/05* 56.502 VARIES
0.326390 2.94*
DIVA Systems Corporation 255013AA2 05/30/96 05/15/06 52.946 VARIES
0.363538 0.363697 0.363867 0.364048 0.364241 130.92 131.04
255013AB0 05/30/96 05/15/06 52.946 VARIES
0.363538 0.363697 0.363867 0.364048 0.364241 130.92 131.04
255013AC8 05/30/96 05/15/06 52.946 VARIES
0.363538 0.363697 0.363867 0.364048 0.364241 130.92 131.04
255013AD6 05/30/96 05/15/06 52.946 VARIES
0.363538 0.363697 0.363867 0.364048 0.364241 130.92 131.04
255013AL8 02/19/98 03/01/08 50.100 VARIES
0.340626 0.363657 0.364533 0.365469 0.366468 129.64 131.63
255013AM6 02/19/98 03/01/08 50.100 VARIES
0.340626 0.363657 0.364533 0.365469 0.366468 129.64 131.63
Dolphin Telecom, PLC 256886AE2 05/28/98 06/01/08 57.120 VARIES
0.302072 0.319441 0.319441 0.319441 0.319440 112.39 115.00
256886AH5 05/18/99 05/15/09 50.892 VARIES
0.317447 0.339667 0.363443 0.388884 0.388883 120.40 136.59
DuPage County, IL SDN99 263417GR2 04/04/02 02/01/11 55.425 0.000
28.29 0.106984 0.110621 0.114382 0.118270 0.122290 40.28 43.06
Duarte, California
Redevelopment Agency 263594AB9 06/16/92 12/01/12 16.484 0.000
252.57 0.103674 0.108344 0.113224 0.118324 0.123654 38.45 41.99
Duke Capital Corporation 264399544 11/19/01 11/16/06 100.000 VARIES

0.141203 0.141738 0.142286 0.142848 50.98 44.92
264399551 11/19/01 11/16/06 100.000 VARIES
0.141203 0.141738 0.142286 0.142848 0.142819 50.98 51.35
264399585 03/19/01 05/18/06 100.000 VARIES
0.171246 0.168688 0.170786 62.01 23.57
264399EJ1 05/07/03 05/15/23 100.000 VARIES
0.167502 0.167661 0.171251 0.174948 0.178757 39.40 62.66
E. Spire Communications 269153AA0 11/14/95 11/01/05 53.515 VARIES
0.361083 0.361081 0.361079 0.361077 0.361075 129.99 129.99
269153AB8 03/26/96 04/01/06 53.809 VARIES
0.354157 0.354157 0.354156 0.354155 0.354155 127.50 127.50
269153AD4 11/14/95 11/01/05 53.515 VARIES
0.361083 0.361081 0.361079 0.361077 0.361075 129.99 129.99
269153AE2 03/26/96 04/01/06 53.809 VARIES
0.354157 0.354157 0.354156 0.354155 0.354155 127.50 127.50
269153AH5 07/24/98 07/01/08 59.989 VARIES
0.280226 0.295111 0.295109 0.295108 103.56 106.24
269153AJ1 07/24/98 07/01/08 59.989 VARIES
0.280226 0.295111 0.295109 0.295108 103.56 106.24
Eagle Industries, Inc. 269612AB3 07/12/93 07/15/03 59.897 VARIES
0.291663 0.291663 56.58
East Orange NJ 274137WT1 04/14/03 04/01/22 29.893 0.000
0.053723 0.055336 0.057126 0.058974 13.95 20.57
274137WU8 04/14/03 04/01/23 27.886 0.000
0.050348 0.051868 0.053554 0.055294 13.08 19.28
-----------------------------
SECTION I-B
OID per

Issue Price Annual
(Percent of Stated


______________ _________ ________ _________ __________ ________
________ ________ ________ ________ ________ ________ ______ ______
East Orange NJ 274137WV6 04/14/03 04/01/24 26.105 0.000

0.047206 0.048632 0.050215 0.051850 12.26 18.08
274137WW4 04/14/03 04/01/25 24.381 0.000
0.044224 0.045564 0.047052 0.048588 11.49 16.94
274137WX2 04/14/03 04/01/26 22.763 0.000
0.041415 0.042674 0.044071 0.045514 10.76 15.87
274137WY0 04/14/03 04/01/27 21.292 0.000
0.038799 0.039980 0.041291 0.042645 10.08 14.87
274137WZ7 04/14/03 04/01/28 19.913 0.000
0.036341 0.037449 0.038679 0.039950 9.44 13.93
Edwards Lifesciences
Corporation 28176EAA6 05/09/03 05/15/33 100.000 VARIES

0.134748 0.134770 0.135427 0.136100 0.136790 31.30 48.94
28176EAB4 05/09/03 05/15/33 100.000 VARIES
0.134748 0.134770 0.135427 0.136100 0.136790 31.30 48.94
El Paso Corporation 28336L208 06/26/02 08/16/07 100.000 VARIES
0.196130 0.197032 0.197965 0.198932 0.199932 71.02 71.71
28336LAA7 02/28/01 02/28/21 45.289 0.000
34.25 0.053106 0.053285 0.054948 0.055438 0.057484 19.64 20.51
28336LAC3 02/28/01 02/28/21 45.289 0.000

34.25 0.053106 0.053285 0.054948 0.055438 0.057484 19.64 20.51
El Salvador, Republic 283875AE2 08/11/99 08/15/06 92.196 9.500

30.47 0.029402 0.031039 0.032766 0.034590 0.036516 11.34 12.63
Electronics for Imaging 284745AA4 06/04/03 06/01/23 100.000 VARIES

0.219530 0.226441 0.233743 0.241333 45.65 83.28
Electronic Data Systems 285661203 06/26/01 08/17/06 100.000 VARIES
0.176257 0.176752 0.177263 0.177790 0.177755 63.68 63.98
285661AB0 10/10/01 10/10/21 77.941 VARIES
0.120055 0.122575 0.125836 0.129183 0.133348 44.76 47.29
285661AE4 06/30/03 07/15/23 100.000 VARIES
0.161111 0.161240 0.162794 0.164394 29.18 58.85
285661AF1 06/30/03 07/15/23 100.000 VARIES
0.161111 0.161240 0.162794 0.164394 29.18 58.85
Electronic Retailing
Systems International 285825AC9 01/24/97 02/01/04 64.421 VARIES

0.379730 0.387438 0.382611 140.44 11.86
Emmis Communications
Corporation 291525AF0 03/27/01 03/15/11 54.760 VARIES

0.227143 0.241338 0.256420 0.272444 0.289470 87.43 98.70
Emmis Escrow Corporation 291530AA1 03/27/01 03/15/11 54.760 VARIES
0.227143 0.241338 0.256420 0.272444 0.289470 87.43 98.70
Enron Corporation 293561CC8 02/07/01 02/07/21 65.524 0.000
26.86 0.039923 0.040347 0.040776 0.041209 0.041647 14.57 14.88
293561CD6 02/07/01 02/07/21 65.524 0.000

26.86 0.039923 0.040347 0.040776 0.041209 0.041647 14.57 14.88
Entercom Communications 29363P104 10/06/99 09/30/14* 100.000 6.250
0.171703 0.170765 16.48*
Entergy Louisiana
Capital I 29364A205 07/16/96 09/30/45 100.000 9.000

0.247253 0.245902 0.245902 0.245902 0.247253 89.87 90.13
Entergy Arkansas
Capital I 29364C201 08/14/96 09/30/45 100.000 8.500

0.233517 0.232240 0.232240 0.232240 0.233517 84.88 85.12
Entergy Gulf States
Capital Trust I 29364H200 01/28/97 03/31/46 100.000 8.750

0.240385 0.239071 0.239071 0.239071 0.240385 87.38 87.62
Erie School District 295528CQ4 05/20/98 09/01/03 72.561 0.000
234.82 0.161161 0.166129 39.57
Essex County Utilities
Authority 296816AY7 03/30/99 04/01/12 60.121 0.000

95.13 0.075688 0.077183 0.078708 0.080263 0.081849 27.79 28.90
296816BF7 03/30/99 04/01/03 78.897 0.000

196.44 0.162075 14.59
296816BG5 03/30/99 04/01/04 74.144 0.000

186.64 0.154149 0.158828 0.163648 57.19 14.73
296816BH3 03/30/99 04/01/05 69.072 0.000

179.88 0.149057 0.153722 0.158534 0.163496 0.168614 55.35 58.87
296816BJ9 03/30/99 04/01/06 64.504 0.000

170.95 0.141901 0.146413 0.151069 0.155873 0.160830 52.72 56.13
Evergreen Resources,Inc. 299900AA8 12/18/01 12/15/21 100.000 VARIES

0.260901 0.266707 0.272774 0.279114 0.285740 95.16 99.55
299900AB6 12/18/01 12/15/21 100.000 VARIES
0.260901 0.266707 0.272774 0.279114 0.285740 95.16 99.55
-----------------------------
SECTION I-B
OID per

Issue Price Annual
(Percent of Stated


______________ _________ ________ _________ __________ ________

________ ________ ________ ________ ________ ________ ______ ______
First Citizens Bancorp.
of South Carolina 30244CAC0 03/24/98 03/15/28 100.000 8.250

0.229167 0.229167 0.229167 0.229167 0.229167 82.50 82.50
Federal Home Loan
Mortgage Corporation 3128X02Z1 03/28/03 03/28/33 15.782 0.000

0.027399 0.028256 0.029139 0.030049 7.56 10.50
3128X03C1 04/01/03 04/01/33 15.108 0.000
0.026859 0.027719 0.028606 0.029521 7.33 10.30
3128X03L1 04/14/03 04/14/33 13.648 0.000
0.025590 0.026454 0.027346 0.028269 6.64 9.82
3128X03U1 04/08/03 04/08/08 100.000 3.000
0.006586 0.006693 0.006775 1.74 1.26
3128X04L0 04/21/03 04/21/33 14.464 0.000
0.026316 0.027178 0.028068 0.028988 6.64 10.07
3128X04V8 04/29/03 04/29/33 14.152 0.000
0.026044 0.026907 0.027798 0.028719 6.36 9.96
3128X0AL3 10/03/02 12/30/03 97.910 0.000
4.09 0.046633 0.047031 16.81
3128X0AM1 10/03/02 12/30/04 95.010 0.000

5.33 0.060927 0.061626 0.062334 0.063049 22.06 22.51
3128X0AN9 10/03/02 12/30/05 91.510 0.000

6.16 0.070497 0.071468 0.072453 0.073450 0.074462 25.56 26.26
3128X0AP4 10/03/02 12/30/06 87.710 0.000

6.68 0.076462 0.077653 0.078862 0.080090 0.081338 27.74 28.61
3128X0AQ2 10/03/02 12/30/07 83.710 0.000

7.00 0.080194 0.081565 0.082960 0.084379 0.085822 29.12 30.12
3128X0AR0 10/03/02 12/30/09 75.410 0.000

7.25 0.083208 0.084845 0.086515 0.088217 0.089952 30.25 31.46
3128X0AS8 10/03/02 01/02/13 63.710 0.000

6.93 0.078707 0.079577 0.081346 0.083155 0.085005 28.96 30.27
3128X0AT6 10/03/02 01/02/22 36.810 0.000

4.73 0.053780 0.054483 0.055916 0.057386 0.058895 19.87 20.93
3128X0AU3 10/03/02 01/02/30 23.710 0.000

3.10 0.035251 0.035717 0.036673 0.037655 0.038662 13.03 13.74
3128X0AV1 10/03/02 04/15/32 21.010 0.000
2.75 0.031297 0.032135 0.032995 0.033878 0.034784 11.55 12.17
3128X0AW9 10/03/02 06/15/32 20.810 0.000

2.73 0.031289 0.032127 0.032987 0.033871 0.034778 11.44 12.06
3128X0AX7 10/03/02 09/15/32 20.510 0.000

2.69 0.030537 0.031274 0.032113 0.032973 0.033857 11.29 11.90
3128X0AY5 10/03/02 12/15/32 20.210 0.000

2.66 0.030442 0.031259 0.032097 0.032958 0.033843 11.13 11.74
3128X0AZ2 10/03/02 01/02/34 19.160 0.000

2.51 0.028516 0.028895 0.029670 0.030464 0.031281 10.54 11.11
3128X0BL2 11/05/02 05/05/08 99.500 VARIES

0.013588 0.013827 0.014069 0.014072 4.18 .55
3128X0CW7 10/28/02 10/28/32 12.153 0.000
1.52 0.024138 0.025001 0.025895 0.026820 0.027779 8.96 9.61
3128X0DJ5 11/05/02 11/05/32 12.693 0.000

1.38 0.024681 0.025545 0.026439 0.027365 0.028322 9.14 9.79
3128X0DM8 11/05/02 11/05/32 12.693 0.000

1.38 0.024681 0.025545 0.026439 0.027365 0.028322 9.14 9.79
3128X0DS5 11/05/02 11/05/32 14.675 0.000

1.48 0.026497 0.027358 0.028247 0.029166 0.030113 9.79 10.44
3128X0E62 02/07/03 08/07/06* 89.792 0.000

0.077326 13.92*
3128X0EF2 11/05/02 11/05/32 12.153 0.000
1.35 0.024138 0.025001 0.025895 0.026820 0.027779 8.94 9.59
3128X0EU9 11/05/02 11/05/32 11.807 0.000

1.33 0.023778 0.024640 0.025533 0.026458 0.027417 8.81 9.46
3128X0EW5 11/12/02 11/12/32 11.637 0.000

1.16 0.023597 0.024459 0.025351 0.026277 0.027236 8.74 9.39
3128X0FD6 11/12/02 11/12/32 11.305 0.000

1.14 0.023238 0.024098 0.024990 0.025914 0.026873 8.61 9.25
3128X0HN2 11/22/02 11/22/32*

11.637 0.000
.92 0.023597 3.33*
3128X0HQ5 11/26/02 11/26/08* 99.625 3.250
0.010322 0.010510 3.39*
3128X0HU6 11/26/02 11/26/07* 99.250 3.150
0.010694 .59*
3128X0KM0 12/03/02 12/03/32 13.847 0.000
.72 0.025771 0.026635 0.027527 0.028449 0.029402 9.48 10.13
3128X0L23 03/04/03 03/04/33 14.890 0.000
0.026678 0.027539 0.028427 0.029344 8.02 10.28
3128X0M48 03/18/03 03/18/33 14.676 0.000
0.026498 0.027359 0.028248 0.029166 7.59 10.20
3128X0MG1 12/16/02 12/16/32 13.847 0.000
.39 0.025771 0.026635 0.027527 0.028449 0.029402 9.46 10.10
3128X0MX4 11/26/02 11/26/32 13.648 0.000
.90 0.025590 0.026454 0.027346 0.028269 0.029223 9.43 10.08
-----------------------------
SECTION I-B
OID per

Issue Price Annual
(Percent of Stated


______________ _________ ________ _________ __________ ________

________ ________ ________ ________ ________ ________ ______ ______
Federal Home Loan
Mortgage Corporation 3128X0MZ9 12/16/02 12/16/32 13.648 0.000

.38 0.025590 0.026454 0.027346 0.028269 0.029223 9.39 10.04
3128X0NH8 12/13/02 12/13/22 29.718 0.000
.92 0.050851 0.052417 0.054032 0.055696 0.057412 18.65 19.81
3128X0NJ4 12/13/02 12/13/32 13.648 0.000
.46 0.025590 0.026454 0.027346 0.028269 0.029223 9.40 10.04
3128X0NU9 12/10/02 12/10/32 13.181 0.000
.53 0.025154 0.026018 0.026912 0.027836 0.028792 9.25 9.89
3128X0PC7 12/23/02 12/23/32 12.693 0.000
.20 0.024681 0.025545 0.026439 0.027365 0.028322 9.05 9.70
3128X0PG8 12/16/02 12/16/08 99.375 VARIES
0.015249 0.015540 0.015837 0.015874 5.55 5.47
3128X0PK9 12/23/02 12/23/32 12.693 0.000
.20 0.024681 0.025545 0.026439 0.027365 0.028322 9.05 9.70
3128X0PM5 12/06/02 12/06/32 14.255 0.000
.65 0.026135 0.026997 0.027888 0.028808 0.029759 9.61 10.25
3128X0PR4 12/16/02 12/16/32 12.879 0.000
.37 0.024863 0.025727 0.026621 0.027546 0.028504 9.13 9.78
3128X0RP6 12/30/02 12/30/32 13.648 0.000
.03 0.025590 0.026454 0.027346 0.028269 0.029223 9.37 10.01
3128X0S91 04/07/03 04/07/33 15.108 0.000
0.026859 0.027719 0.028606 0.029521 7.16 10.29
3128X0TR0 01/16/03 01/16/09 99.500 VARIES
0.013567 0.013822 0.014082 0.014085 4.72 5.06
3128X0TU3 12/27/02 12/27/17 100.000 VARIES
0.044353 0.043451 0.042525 0.041724 0.040901 15.80 15.16
3128X0V48 03/24/03 03/24/23 30.359 0.000
0.051021 0.052564 0.054154 0.055792 14.28 19.52
3128X0VE6 01/27/03 01/27/09 99.750 VARIES
0.006884 0.007004 2.32 .18
3128X0W47 04/07/03 04/07/33 14.676 0.000
0.026498 0.027359 0.028248 0.029166 7.07 10.16
3128X0WW5 01/28/03 01/28/33 14.675 0.000
0.026497 0.027358 0.028247 0.029166 8.96 10.29
3128X0YA1 01/30/03 01/30/06 99.750 VARIES
0.006905 0.006983 2.30 .20
3128X0YK9 02/04/03 02/04/33 12.693 0.000
0.024681 0.025545 0.026439 0.027365 8.20 9.62
3128X0Z69 04/14/03 04/14/33 14.152 0.000
0.026044 0.026907 0.027798 0.028719 6.76 9.99
3128X0Z93 04/01/03 04/01/33 13.847 0.000
0.025771 0.026635 0.027527 0.028449 7.04 9.91
3128X0ZC6 02/06/03 02/06/09 99.625 VARIES
0.010322 0.010510 3.38 .37
Federal Home Loan
Mortgage Corporation 3128X1BK2 05/12/03 05/12/33 15.108 0.000

0.026859 0.027719 0.028606 0.029521 6.19 10.23
3128X1BY2 05/20/03 05/20/33 15.727 0.000
0.027356 0.028213 0.029096 0.030007 6.08 10.39
3128X1C39 08/27/03 02/27/07 89.484 0.000
0.079539 0.080812 0.082105 9.86 29.18
3128X1CN5 05/27/03 05/27/33 15.419 0.000
0.027112 0.027970 0.028855 0.029768 5.83 10.29
3128X1DB0 05/27/03 05/27/33 15.285 0.000
0.027004 0.027862 0.028748 0.029663 5.81 10.25
3128X1GZ4 06/17/03 06/17/33 18.796 0.000
0.029500 0.030333 0.031190 0.032071 5.73 11.10
3128X1HA8 06/23/03 06/23/33 16.734 0.000
0.028117 0.028967 0.029843 0.030746 5.29 10.60
3128X1HB6 06/13/03 06/13/33 17.732 0.000
0.028814 0.029657 0.030524 0.031417 5.72 10.86
3128X1HD2 06/23/03 06/23/33 16.728 0.000
0.028112 0.028963 0.029839 0.030741 5.29 10.60
3128X1HX8 06/19/03 12/19/06* 99.900 2.000
0.061111 11.00*
3128X1HZ3 06/17/03 06/17/33 16.925 0.000
0.028254 0.029103 0.029978 0.030879 5.49 10.66
3128X1JE8 06/20/03 06/20/28 23.542 0.000
0.038387 0.039513 0.040673 0.041867 7.34 14.46
3128X1KF3 06/18/03 06/18/18 99.500 VARIES
0.006764 0.006882 0.007003 0.007126 1.31 2.50
3128X1MD6 06/30/03 06/30/33 16.631 0.000
0.028042 0.028893 0.029769 0.030673 5.08 10.56
3128X1MS3 06/30/03 06/30/33 17.222 0.000
0.028464 0.029311 0.030183 0.031081 5.15 10.71
3128X1NP8 07/07/03 07/07/33 17.680 0.000
0.028779 0.029622 0.030490 5.01 10.81
3128X1NV5 07/07/03 07/07/33 17.475 0.000
0.028640 0.029485 0.030354 4.98 10.76
-----------------------------
SECTION I-B
OID per

Issue Price Annual
(Percent of Stated


______________ _________ ________ _________ __________ ________

________ ________ ________ ________ ________ ________ ______ ______
Federal Home Loan
Mortgage Corporation 3128X1PP6 07/07/03 07/07/33 16.728 0.000

0.028112 0.028963 0.029839 4.89 10.57
3128X1QB6 07/07/03 07/07/33 16.201 0.000
0.027721 0.028575 0.029455 4.82 10.44
3128X1QT7 06/30/03 06/30/33 16.679 0.000
0.028077 0.028927 0.029804 0.030707 5.08 10.57
3128X1RP4 07/16/03 07/16/33 14.890 0.000
0.026678 0.027539 0.028427 4.40 10.05
3128X1RQ2 07/03/03 06/26/08 87.646 0.000
0.064883 0.065716 0.066592 0.067479 11.55 23.82
3128X1TD9 07/28/03 07/28/33 14.464 0.000
0.026316 0.027178 0.028068 4.03 9.90
3128X1TM9 07/28/03 07/28/33 14.676 0.000
0.026498 0.027359 0.028248 4.05 9.96
3128X1UM7 08/14/03 08/14/33 13.569 0.000
0.025517 0.026381 0.027274 3.50 9.58
3128X1VK0 08/19/03 08/19/33 13.258 0.000
0.025227 0.026091 0.026984 3.33 9.47
3128X1WU7 08/19/03 08/19/33 12.693 0.000
0.024681 0.025545 0.026439 3.26 9.27
3128X1WZ6 08/19/03 08/19/33 12.242 0.000
0.024229 0.025092 0.025986 3.20 9.11
Federal Home Loan
Mortgage Corporation 3129023V9 10/30/00 05/15/07 67.060 0.000
95.11 0.130876 0.134934 0.139119 0.143433 0.147881 48.23 51.26
3129026G9 12/06/00 03/30/10 56.100 0.000

76.99 0.109903 0.113365 0.116937 0.120620 0.124420 40.83 43.44
3129026H7 12/06/00 03/30/05 77.160 0.000

102.28 0.145714 0.150155 0.154732 0.159447 0.164307 54.08 57.42
312902FL8 10/12/99 06/01/03 79.444 0.000

179.61 0.172970 25.95
312902FM6 10/12/99 06/01/04 74.318 0.000

170.21 0.164119 0.169455 0.174966 60.37 26.24
312902FN4 10/12/99 12/01/04 71.926 0.000

165.12 0.159257 0.164447 0.169806 0.175340 58.58 57.03
312902FP9 10/12/99 03/01/05 70.745 0.000

162.72 0.154434 0.159475 0.164680 0.170055 0.175606 57.73 61.56
312902FQ7 10/12/99 06/01/05 69.503 0.000

160.64 0.155032 0.160115 0.165365 0.170788 0.176388 57.04 60.84
312902FR5 10/12/99 08/01/05 68.721 0.000

159.10 0.150287 0.155222 0.160320 0.165584 0.171022 56.50 60.27
312902FS3 10/12/99 12/01/05 67.176 0.000

156.04 0.150666 0.155630 0.160756 0.166052 0.171522 55.44 59.15
312902FT1 10/12/99 07/01/07 60.216 0.000

141.92 0.138030 0.142639 0.147402 0.152324 50.52 53.95
312902FU8 10/12/99 08/01/08 55.888 0.000

132.63 0.125538 0.129755 0.134113 0.138619 0.143275 47.24 50.47
312902FV6 10/12/99 03/01/06 66.014 0.000

153.88 0.146211 0.151042 0.156033 0.161189 0.166515 54.68 58.36
312902FW4 10/12/99 06/01/06 64.867 0.000

151.67 0.146547 0.151404 0.156422 0.161606 0.166961 53.93 57.56
312902FX2 10/12/99 08/01/06 64.123 0.000

150.19 0.142002 0.146715 0.151585 0.156616 0.161814 53.41 57.01
312902FY0 10/12/99 06/01/07 60.546 0.000

142.74 0.138037 0.142647 0.147410 0.152333 0.157419 50.80 54.25
312902FZ7 10/12/99 07/01/08 56.244 0.000

133.21 0.129630 0.133978 0.138472 0.143117 47.45 50.69
312902GU7 10/22/99 08/16/04 73.251 0.000

167.92 0.160270 0.165531 0.170965 0.176578 60.09 39.48
312902LX5 12/17/99 12/17/29 14.255 0.000

31.10 0.031756 0.032803 0.033886 0.035004 0.036159 11.65 12.43
312902VG1 04/25/00 01/04/21 25.643 0.000
49.53 0.055013 0.056852 0.058753 0.060717 0.062747 20.80 22.21
312902VH9 04/25/00 01/04/22 24.042 0.000

46.39 0.051524 0.053245 0.055023 0.056861 0.058760 19.48 20.80
312902VJ5 04/25/00 01/04/23 22.536 0.000

43.45 0.048259 0.049869 0.051534 0.053253 0.055031 18.24 19.48
312902VK2 04/25/00 01/04/24 21.145 0.000

40.72 0.045214 0.046721 0.048278 0.049888 0.051551 17.09 18.25
312902VL0 04/25/00 01/04/25 20.007 0.000

38.26 0.042467 0.043873 0.045326 0.046827 0.048378 16.05 17.13
312902VM8 04/25/00 01/04/26 18.780 0.000

35.87 0.039810 0.041127 0.042488 0.043893 0.045345 15.04 16.05
312902VN6 04/25/00 01/04/27 17.654 0.000

33.65 0.037342 0.038575 0.039849 0.041164 0.042524 14.11 15.06
312902VS5 04/25/00 01/04/12 46.161 0.000

89.67 0.099632 0.102980 0.106441 0.110018 0.113715 37.68 40.25
312902VT3 04/25/00 01/04/13 43.203 0.000

83.94 0.093263 0.096397 0.099638 0.102986 0.106448 35.27 37.68
312902VU0 04/25/00 01/04/14 40.436 0.000

78.57 0.087298 0.090232 0.093265 0.096400 0.099641 33.01 35.27
312902VV8 04/25/00 01/04/18 31.141 0.000

60.32 0.067011 0.069257 0.071578 0.073978 0.076457 25.34 27.06
SECTION I-B
OID per

Issue Price Annual
(Percent of Stated


______________ _________ ________ _________ __________ ________

________ ________ ________ ________ ________ ________ ______ ______
Federal Home Loan
Mortgage Corporation 312902VW6 04/25/00 01/04/19 29.163 0.000

56.48 0.062736 0.064838 0.067011 0.069257 0.071577 23.72 25.34
312902VX4 04/25/00 01/04/20 27.313 0.000

52.88 0.058736 0.060704 0.062738 0.064839 0.067011 22.21 23.72
312902WA3 04/25/00 01/04/03 83.983 0.000

159.64 0.177127 .53
312902WB1 04/25/00 01/04/04 78.551 0.000

150.72 0.167325 0.172884 0.178627 63.24 .54
312902WC9 04/25/00 01/04/05 73.471 0.000

141.72 0.157389 0.162643 0.168073 0.173684 0.179483 59.50 63.54
312902WD7 04/25/00 01/04/06 68.696 0.000

133.10 0.147854 0.152810 0.157933 0.163228 0.168699 55.90 59.71
312902WE5 04/25/00 01/04/07 64.216 0.000

124.87 0.138754 0.143421 0.148246 0.153233 0.158387 52.47 56.06
312902WF2 04/25/00 01/04/08 59.995 0.000

117.12 0.130172 0.134567 0.139110 0.143807 0.148662 49.24 52.62
312902WG0 04/25/00 01/04/09 56.172 0.000

109.54 0.121739 0.125845 0.130090 0.134477 0.139013 46.04 49.20
312902WH8 04/25/00 01/04/10 52.605 0.000

102.46 0.113857 0.117693 0.121658 0.125756 0.129993 43.06 46.01
312902WJ4 04/25/00 01/04/11 49.272 0.000

95.85 0.106502 0.110085 0.113790 0.117618 0.121576 40.28 43.03
312902WK1 04/25/00 01/04/15 37.975 0.000

73.51 0.081659 0.084394 0.087221 0.090142 0.093162 30.87 32.98
312902WL9 04/25/00 01/04/16 35.607 0.000

68.82 0.076437 0.078993 0.081635 0.084366 0.087188 28.90 30.86
312902WM7 04/25/00 01/04/17 33.256 0.000

64.43 0.071579 0.073979 0.076459 0.079022 0.081671 27.06 28.91
Federal Home Loan
Mortgage Corporation 3129236M2 08/06/01 08/06/21* 24.300 0.000

25.37 0.052163 0.054040 11.55*
312923C45 05/15/01 12/31/03 88.700 0.000

68.49 0.122570 0.125400 44.51
312923C60 05/16/01 10/01/03 89.880 0.000

68.14 0.120606 0.123344 33.06
312923C78 05/16/01 04/01/04 87.430 0.000
69.05 0.122385 0.125277 0.128237 45.11 11.54
312923C86 05/16/01 10/01/04 84.980 0.000

69.36 0.123079 0.126082 0.129157 0.132308 45.40 35.44
312923C94 05/16/01 01/03/05 83.780 0.000

69.10 0.121308 0.124300 0.127366 0.130508 0.133726 45.29 47.55
312923CN3 01/10/01 08/17/12 61.750 1.000

49.39 0.072692 0.074692 0.076747 0.078859 0.081030 27.07 28.58
312923RN7 03/20/01 03/14/06 77.428 0.000

74.18 0.120685 0.123823 0.127042 0.130345 0.133734 44.69 47.05
312923S30 06/12/01 06/06/03 100.000 VARIES

0.125369 19.56
312923TJ4 04/16/01 04/16/21* 24.773 0.000
31.40 0.054250 5.70*
312923VG7 04/10/01 12/14/04 83.520 0.000

73.67 0.124805 0.127897 0.131066 0.134313 45.59 45.54
312923VH5 04/10/01 05/31/05 81.380 0.000

73.11 0.123525 0.126636 0.129824 0.133093 0.136444 45.22 47.53
312923VN2 05/10/01 11/10/20* 24.245 0.000

30.75 0.055577 7.17*
312923XV2 05/16/01 11/16/20* 23.793 0.000

30.28 0.055358 7.47*
312923YJ8 05/07/01 05/07/21* 23.835 0.000

29.97 0.053821 6.78*
Federal Home Loan
Mortgage Corporation 3129243J0 02/14/02 02/14/06* 99.750 VARIES

0.007009 .30*
3129243M3 02/27/02 02/27/17* 98.630 6.000
0.008384 .47*
3129245J8 02/25/02 02/25/22* 23.493 0.000
14.95 0.049903 2.69*
3129245T6 03/14/02 03/14/13* 99.500 VARIES

0.014044 1.03*
312924A94 12/27/01 12/27/22* 20.255 0.000
16.19 0.047050 8.28*
312924AA1 08/09/01 08/09/21* 23.606 0.000

25.03 0.051805 1.97*
312924AU7 08/21/01 08/21/26 15.756 0.000

16.70 0.035485 0.036821 0.038207 0.039646 0.041139 13.37 14.39
312924AW3 08/16/01 08/16/23* 18.772 0.000

20.72 0.043605 1.96*
312924AX1 08/27/01 08/27/21* 22.934 0.000
23.90 0.051429 2.88*
-----------------------------
SECTION I-B
OID per

Issue Price Annual
(Percent of Stated


______________ _________ ________ _________ __________ ________

________ ________ ________ ________ ________ ________ ______ ______
Federal Home Loan
Mortgage Corporation 312924AY9 08/28/01 08/28/23* 18.972 0.000

20.27 0.043764 2.49*
312924AZ6 08/28/01 08/28/26* 14.588 0.000

15.90 0.034356 1.96*
312924BM4 08/27/01 08/27/26* 14.088 0.000

15.68 0.033839 1.89*
312924BQ5 08/27/01 08/27/26* 14.071 0.000

15.68 0.033821 1.89*
312924BV4 08/21/01 08/21/21 23.156 0.000

24.27 0.051557 0.053477 0.055469 0.057535 0.059678 19.41 20.89
312924CF8 08/27/01 08/27/31* 9.506 0.000

10.59 0.022848 1.28*
312924ES8 09/18/01 09/18/26* 15.307 0.000

15.55 0.035064 2.70*
312924G49 12/27/01 12/27/23* 18.281 0.000

14.85 0.043202 7.60*
312924G64 12/27/01 12/27/22* 20.051 0.000

16.13 0.046899 8.25*
312924G72 12/27/01 12/27/21* 21.855 0.000

17.47 0.050767 8.93*
312924G80 01/03/02 01/03/22* 21.855 0.000

17.17 0.048873 0.050767 9.24*
312924HC0 09/24/01 09/24/26* 15.870 0.000

15.58 0.035590 2.95*
312924HG1 09/25/01 09/25/26* 15.124 0.000

15.22 0.034888 2.93*
312924HH9 10/02/01 10/02/31* 10.982 0.000

10.58 0.024628 2.24*
312924K36 01/16/02 01/16/24* 17.804 0.000

13.91 0.041148 .62*
312924KR3 10/15/01 10/15/21* 25.541 0.000

22.05 0.052732 0.054562 15.31*
312924M67 01/16/02 01/16/25* 16.461 0.000

12.86 0.038044 .57*
312924RP0 11/13/01 11/13/26* 16.856 0.000

14.19 0.036453 4.81*
312924TN3 11/19/01 11/19/20 100.000 5.881

0.173111 0.178201 0.183441 0.188835 0.163362 63.67 66.17
312924UY7 12/05/01 12/05/07* 99.400 VARIES
0.131719 8.43*
312924VR1 12/18/01 12/18/26* 17.905 0.000
13.24 0.037295 6.23*
312924WG4 12/10/01 12/10/26* 16.856 0.000

13.21 0.036453 5.80*
312924WH2 12/03/01 12/03/21* 24.535 0.000

19.32 0.052277 7.95*
312924Z30 02/11/02 02/11/27* 14.071 0.000

10.18 0.032520 1.30*
312924ZZ9 12/27/01 12/27/21* 22.933 0.000

17.73 0.051429 9.05*
Federal Home Loan
Mortgage Corporation 3129252A7 09/03/02 09/03/32 12.693 0.000

2.91 0.024681 0.025545 0.026439 0.027365 0.028322 9.25 9.91
3129252H2 08/26/02 02/26/21 30.624 0.000
6.91 0.055294 0.057091 0.058947 0.060862 0.062840 20.69 22.05
3129252N9 08/27/02 08/27/32 12.693 0.000

3.06 0.024681 0.025545 0.026439 0.027365 0.028322 9.26 9.92
3129252U3 09/10/02 09/10/32 13.162 0.000

2.79 0.025136 0.026000 0.026893 0.027818 0.028774 9.40 10.06
3129253H1 09/10/02 09/10/32 12.693 0.000

2.74 0.024681 0.025545 0.026439 0.027365 0.028322 9.24 9.89
3129253M0 09/23/02 09/23/08*

99.375 VARIES
0.015224 0.015534 4.04*
3129253V0 09/17/02 09/17/32 12.693 0.000
2.57 0.024681 0.025545 0.026439 0.027365 0.028322 9.22 9.88
3129253Y4 09/17/02 09/17/32 12.693 0.000

2.57 0.024681 0.025545 0.026439 0.027365 0.028322 9.22 9.88
3129255S5 09/19/02 09/14/07 84.361 0.000

8.22 0.080606 0.081958 0.083368 0.084802 0.086260 29.56 30.58
3129256D7 10/10/02 10/10/08 99.500 VARIES

0.013546 0.013817 0.014094 0.014098 4.97 3.93
3129256W5 10/07/02 10/07/32 12.620 0.000
2.07 0.024609 0.025473 0.026367 0.027292 0.028250 9.16 9.82
3129257A2 10/07/02 10/07/32 12.620 0.000

2.07 0.024609 0.025473 0.026367 0.027292 0.028250 9.16 9.82
3129257G9 10/15/02 10/15/32 12.510 0.000

1.86 0.024500 0.025363 0.026257 0.027183 0.028141 9.11 9.76
312925B25 08/15/02 08/15/22 25.257 0.000

6.68 0.049111 0.050830 0.052609 0.054451 0.056356 18.47 19.78
-----------------------------
SECTION I-B
OID per

Issue Price Annual
(Percent of Stated


______________ _________ ________ _________ __________ ________

________ ________ ________ ________ ________ ________ ______ ______
Federal Home Loan
Mortgage Corporation 312925B33 08/06/02 08/06/32* 11.637 0.000

3.42 0.023597 0.024459 5.23*
312925B41 08/06/02 08/06/32 12.330 0.000

3.53 0.024318 0.025182 0.026076 0.027001 0.027960 9.16 9.83
312925E22 08/19/02 08/19/32 12.693 0.000

3.26 0.024681 0.025545 0.026439 0.027365 0.028322 9.27 9.93
312925E55 07/29/02 07/29/09 100.000 VARIES

0.010251 0.010448 0.010515 0.010451 3.76 2.17
312925E89 08/19/02 08/19/32 12.242 0.000
3.20 0.024229 0.025092 0.025986 0.026912 0.027870 9.11 9.77
312925E97 08/19/02 08/19/32 12.693 0.000

3.26 0.024681 0.025545 0.026439 0.027365 0.028322 9.27 9.93
312925F88 08/19/02 08/19/32 12.693 0.000

3.26 0.024681 0.025545 0.026439 0.027365 0.028322 9.27 9.93
312925FU9 04/17/02 10/17/05* 99.000 VARIES

0.027373 0.028059 0.028066 10.03*
312925G20 08/19/02 08/19/32 12.693 0.000
3.26 0.024681 0.025545 0.026439 0.027365 0.028322 9.27 9.93
312925H78 08/21/02 08/21/06* 99.250 VARIES

0.016929 0.017258 0.017593 4.16*
312925HS2 04/26/02 04/26/07 100.000 VARIES
0.046843 0.046951 0.046426 16.86 5.34
312925HZ6 04/30/02 04/30/07 100.000 VARIES
0.059310 0.059315 0.058707 21.32 6.99
312925J43 08/27/02 08/27/32 12.693 0.000
3.06 0.024681 0.025545 0.026439 0.027365 0.028322 9.26 9.92
312925J50 08/26/02 08/26/22 25.257 0.000

6.14 0.049111 0.050830 0.052609 0.054451 0.056356 18.43 19.74
312925JA9 04/26/02 04/26/07 100.000 VARIES

0.056522 0.056470 0.055932 20.30 6.43
312925JT8 05/16/02 05/16/06* 99.000 VARIES
0.027336 3.69*
312925JU5 05/07/02 05/07/07 100.000 VARIES
0.054591 0.054571 0.054029 19.62 6.81
312925K25 08/26/02 08/26/22 25.257 0.000
6.14 0.049111 0.050830 0.052609 0.054451 0.056356 18.43 19.74
312925K33 08/26/02 08/26/32 11.979 0.000

2.99 0.023958 0.024820 0.025714 0.026640 0.027599 9.00 9.66
312925L81 08/26/02 08/26/32 11.637 0.000

2.95 0.023597 0.024459 0.025351 0.026277 0.027236 8.87 9.53
312925LE8 05/23/02 05/23/05* 99.500 3.500

0.014026 1.99*
312925LT5 05/08/02 02/01/06* 84.703 0.000
24.83 0.106940 3.21*
312925M31 08/26/02 08/26/32 11.569 0.000

2.94 0.023524 0.024385 0.025278 0.026203 0.027162 8.84 9.50
312925MM9 05/28/02 05/28/32* 10.670 0.000

4.83 0.023381 3.44*
312925MP2 05/28/02 05/28/32* 10.670 0.000

4.83 0.023381 3.44*
312925N71 08/26/02 08/26/32 11.806 0.000

2.97 0.023777 0.024639 0.025532 0.026457 0.027416 8.93 9.59
312925N97 08/26/02 08/26/32 12.693 0.000

3.09 0.024681 0.025545 0.026439 0.027365 0.028322 9.26 9.92
312925NZ9 06/10/02 12/10/04*

99.250 3.250
0.021040 3.35*
312925PA2 06/03/02 06/03/22 22.933 0.000
9.99 0.049570 0.051429 0.053358 0.055358 0.057434 18.29 19.68
312925PR5 06/10/02 06/10/32* 10.366 0.000

4.47 0.023025 3.66*
312925QQ6 06/05/02 06/05/22 24.774 0.000

10.11 0.050594 0.052390 0.054250 0.056176 0.058170 18.63 19.98
312925QU7 06/05/02 06/05/22 24.654 0.000

10.10 0.050534 0.052334 0.054198 0.056129 0.058129 18.61 19.96
312925QW3 06/05/02 06/05/22 24.774 0.000

10.11 0.050594 0.052390 0.054250 0.056176 0.058170 18.63 19.98
312925QY9 06/18/02 06/18/32* 10.366 0.000

4.29 0.023025 3.85*
312925RD4 06/24/02 06/24/32* 10.366 0.000

4.15 0.023025 3.98*
312925RZ5 06/27/02 06/27/06*

99.500 VARIES
0.013887 2.44*
312925S68 08/27/02 08/27/32 12.693 0.000
3.06 0.024681 0.025545 0.026439 0.027365 0.028322 9.26 9.92
312925S76 08/27/02 08/27/32 12.693 0.000

3.06 0.024681 0.025545 0.026439 0.027365 0.028322 9.26 9.92
312925SF8 06/25/02 06/25/32* 10.516 0.000

4.16 0.023202 4.04*
312925TF7 07/02/02 07/02/32* 10.517 0.000

4.00 0.022348 0.023203 4.20*
-----------------------------
SECTION I-B
OID per

Issue Price Annual
(Percent of Stated


______________ _________ ________ _________ __________ ________

________ ________ ________ ________ ________ ________ ______ ______
Federal Home Loan
Mortgage Corporation 312925TK6 07/05/02

07/05/12* 100.000 VARIES
0.168936 0.170912 31.44*
312925TM2 06/28/02 06/28/07 100.000 VARIES
0.048793 0.049174 0.048554 17.63 8.59
312925UB4 06/21/02 06/21/32 12.693 0.000
4.70 0.025545 0.026439 0.027365 0.028322 0.029314 9.38 10.04
312925UL2 07/08/02 07/08/22* 23.928 0.000

8.37 0.048388 .34*
312925VB3 07/15/02 07/15/32* 10.983 0.000

3.80 0.022881 0.023739 4.59*
312925VY3 07/15/02 07/15/32* 10.983 0.000

3.80 0.022881 0.023739 4.59*
312925W63 09/11/02 09/11/07* 99.125 VARIES
0.024063 0.024547 6.10*
312925WC0 07/16/02 07/16/07* 99.625 3.500
0.010316 0.010516 2.05*
312925WS5 07/16/02 07/16/13 99.500 4.000
0.009060 0.009257 0.009459 3.36 .14
312925XC9 07/22/02 07/22/32* 10.983 0.000
3.64 0.022881 0.023739 4.75*
312925XG0 07/30/02 07/30/12* 100.000 VARIES

0.164422 4.77*
312925XT2 07/23/02 07/23/32* 10.983 0.000
3.62 0.022881 0.023739 4.78*
312925YG9 07/29/02 07/29/32* 10.982 0.000

3.48 0.022880 0.023738 4.91*
312925Z86 09/03/02 09/03/32 12.693 0.000

2.91 0.024681 0.025545 0.026439 0.027365 0.028322 9.25 9.91
312925ZB9 07/30/02 07/30/32* 10.982 0.000

3.45 0.022880 0.023738 4.94*
312925ZD5 08/15/02 08/15/07* 99.625 VARIES

0.010316 0.010516 2.35*
312925ZQ6 07/29/02 07/29/22* 25.014 0.000
7.45 0.048986 0.050713 10.50*
312925ZY9 07/26/02 01/26/07 83.786 0.000

14.32 0.092400 0.094234 0.096104 0.098012 0.099958 34.17 35.54
Fedders North America 313139AE7 08/24/99 08/15/07 95.304 9.375

15.35 0.014763 0.015520 0.016315 0.017151 0.018030 5.66 6.26
Federal Home Loan Banks 31339X6F6 06/12/03 06/12/23 100.000 VARIES

0.086801 0.086204 0.085598 0.084982 17.26 30.90
31339XA53 06/09/03 06/09/28 22.811 0.000
0.038018 0.039159 0.040333 0.041543 7.70 14.36
31339XAF1 06/09/03 06/09/33 15.782 0.000
0.027399 0.028256 0.029139 0.030049 5.55 10.37
31339XBL7 06/10/03 06/10/33 15.108 0.000
0.026859 0.027719 0.028606 0.029521 5.42 10.18
31339XDQ4 06/16/03 06/16/33 15.554 0.000
0.027220 0.028077 0.028962 0.029874 5.32 10.29
31339XGE8 06/16/03 06/16/33 15.967 0.000
0.027543 0.028398 0.029280 0.030189 5.38 10.41
31339XJ70 06/23/03 06/23/33 15.108 0.000
0.026859 0.027719 0.028606 0.029521 5.06 10.15
31339XJL9 06/23/03 06/23/33 15.108 0.000
0.026859 0.027719 0.028606 0.029521 5.06 10.15
31339XKS2 06/23/03 06/23/28 23.714 0.000
0.038470 0.039593 0.040749 0.041939 7.24 14.48
31339XKT0 06/19/03 06/19/18 100.000 VARIES
0.086209 0.085801 0.085387 0.084966 16.55 30.80
31339XMN1 06/18/03 06/18/18 44.966 0.000
0.067449 0.069271 0.071141 0.073062 13.04 25.32
31339XMW1 06/26/03 06/26/23 31.870 0.000
0.051346 0.052836 0.054368 0.055944 9.51 19.31
31339XN42 06/26/03 06/26/08 100.000 VARIES
0.084383 0.085003 0.085494 0.085850 15.61 30.69
31339XQ72 07/03/03 07/03/23 32.181 0.000
0.051401 0.052879 0.054399 9.15 19.30
31339XRT3 06/30/03 06/30/23 33.134 0.000
0.051542 0.052985 0.054469 0.055994 9.33 19.34
31339XSM7 07/02/03 07/02/18 100.000 VARIES
0.083077 0.082637 0.082191 14.87 29.67
31339XUQ5 06/30/03 07/02/18 46.694 0.000
0.066535 0.066689 0.068402 0.070160 12.07 24.94
Federal Home Loan Banks 31339Y4A7 07/16/03 07/16/18 100.000 VARIES
0.082267 0.081840 0.081407 13.57 29.40
31339YBR2 07/07/03 07/07/23 32.181 0.000
0.051401 0.052879 0.054399 8.94 19.29
31339YMR0 07/28/03 07/28/23 30.656 0.000
0.051093 0.052626 0.054204 7.82 19.15
31339YPD8 07/29/03 07/29/19 39.750 0.000
0.064593 0.066482 0.068427 9.82 24.18
-----------------------------
SECTION I-B
OID per

Issue Price Annual
(Percent of Stated


______________ _________ ________ _________ __________ ________

________ ________ ________ ________ ________ ________ ______ ______
Federal Home Loan Banks 31339YQP0 08/07/03 08/07/08 100.000 VARIES

0.034901 0.035382 0.035869 5.03 12.79
31339YX23 08/11/03 08/11/23 28.367 0.000
0.050430 0.052044 0.053709 7.06 18.90
31339YXB3 08/04/03 08/04/23 28.588 0.000
0.050505 0.052111 0.053768 7.42 18.95
Federal Home Loan
Mortgage Corporation 3133F0SE0 06/27/02 12/15/13* 49.995 0.000

15.72 0.087680 14.38*
3133F0SN0 07/05/02 01/15/14* 49.911 0.000

14.96 0.084991 0.087592 16.96*
3133F0SU4 07/11/02 01/15/14* 49.961 0.000

14.45 0.084992 0.087592 16.96*
Federal Home Loan Banks 3133M2D95 01/23/98 01/23/23* 17.185 0.000

71.53 0.046994 0.048679 9.80*
3133M2H59 01/27/98 01/27/23 17.905 0.000

72.28 0.047450 0.049111 0.050830 0.052609 0.054450 17.90 19.18
3133M2JB4 12/18/97 12/18/12 33.623 0.000

148.59 0.099393 0.103070 0.106884 0.110839 0.114940 36.54 39.29
Federal Home Loan Banks 3133M3CT0 04/07/98 04/07/28 12.693 0.000

48.89 0.033638 0.034816 0.036034 0.037295 0.038601 12.52 13.41
Federal Home Loan Banks 3133M4JQ7 06/05/98 06/05/28 12.678 0.000

46.91 0.033624 0.034802 0.036020 0.037282 0.038587 12.38 13.26
3133M4T86 07/07/98 07/07/28 13.648 0.000

47.32 0.033373 0.034499 0.035664 0.036867 0.038112 12.62 13.48
3133M4YA5 07/27/98 07/27/18* 25.257 0.000

89.98 0.064670 1.68*
3133M4YB3 07/27/98 07/27/18* 25.257 0.000

89.98 0.064670 1.68*
3133M4ZK2 07/27/98 07/27/18* 24.966 0.000

89.81 0.064622 1.68*
Federal Home Loan Banks 3133M54Y3 08/10/98 08/10/18* 25.552 0.000

89.30 0.064713 2.52*
3133M56Y1 08/20/98 08/20/18* 25.208 0.000

88.46 0.064663 3.17*
3133M5ER7 09/08/98 09/08/28 13.727 0.000

45.39 0.033442 0.034567 0.035730 0.036932 0.038175 12.50 13.36
3133M5HA1 09/15/98 09/15/28* 11.806 0.000

42.26 0.031613 2.34*
3133M5HX1 09/15/98 09/15/28* 11.806 0.000

42.26 0.031613 2.34*
3133M5LN8 09/18/98 09/18/28 13.928 0.000

45.33 0.033613 0.034736 0.035896 0.037095 0.038334 12.54 13.39
3133M5QZ6 09/29/98 09/29/28 14.934 0.000

46.26 0.034424 0.035533 0.036677 0.037858 0.039077 12.80 13.64
Federal Home Loan Banks 3133M6TR9 12/08/98 12/08/28* 13.847 0.000
42.54 0.033545 5.27*
3133M6ZL5 12/29/98 12/29/28* 13.451 0.000

41.32 0.033200 5.91*
Federal Home Loan Banks 3133M7A30 01/26/99 01/26/29 13.648 0.000

40.70 0.032283 0.033373 0.034499 0.035664 0.036867 12.16 13.00
3133M7A63 01/28/99 01/28/19* 26.253 0.000

78.82 0.062666 1.69*
3133M7AS5 01/29/99 01/29/19* 26.406 0.000

78.82 0.062689 1.76*
3133M7BT2 02/01/99 02/01/29 12.693 0.000

39.27 0.031402 0.032501 0.033638 0.034816 0.036034 11.84 12.68
3133M7CE4 01/28/99 01/28/19* 25.257 0.000

78.33 0.062483 1.69*
3133M7Z25 03/02/99 03/02/04 85.600 0.000

0.056364 0.028172 0.028925 11.95 1.76
Federal Home Loan Banks 3133M83W2 03/26/99 03/26/29* 12.260 0.000
36.96 0.030975 2.63*
3133M8F58 04/05/99 04/05/04 76.073 0.000

172.71 0.141896 0.145830 0.149873 52.48 14.09
3133M8PV0 05/04/99 05/04/04 76.402 0.000

166.37 0.139807 0.143621 0.147540 51.46 18.15
Federal Home Loan Banks 3133M95W8 07/13/99 07/13/29 12.331 0.000

33.75 0.029981 0.031046 0.032148 0.033289 0.034471 11.35 12.17
3133M9CD2 08/17/99 08/17/29 11.806 0.000

32.07 0.029440 0.030507 0.031613 0.032759 0.033947 11.08 11.90
3133M9JE3 07/29/99 07/27/06 64.021 0.000

156.16 0.139449 0.143966 0.148629 0.153444 0.158414 52.43 55.88
3133M9UQ3 09/01/99 03/01/05 71.017 0.000

163.79 0.150276 0.155026 0.159925 0.164979 0.170193 56.11 59.71
Federal Home Loan Banks 3133MA6W4 10/20/99 04/20/05 70.101 0.000

160.90 0.155151 0.160243 0.165503 0.170934 0.176545 57.51 61.34
Federal Home Loan Banks 3133MCF83 10/27/00 04/27/10 79.882 0.000

0.103744 0.072274 0.074575 0.052117 0.053770 29.82 21.47
3133MCX91 01/19/01 12/14/04 80.920 0.000
90.34 0.137007 0.140773 0.144642 0.148618 50.13 50.33
-----------------------------

SECTION I-B
OID per

Issue Price Annual
(Percent of Stated


______________ _________ ________ _________ __________ ________

________ ________ ________ ________ ________ ________ ______ ______
Federal Home Loan Banks 3133MFR42 06/21/01 06/13/06 77.119 0.000

64.05 0.122364 0.125600 0.128921 0.132329 0.135828 44.75 47.15
Federal Home Loan Banks 3133MGKK1 08/06/01 08/06/21* 24.090 0.000

25.32 0.052057 0.053943 11.53*
Federal Home Loan Banks 3133MHLM4 09/24/01 09/24/21* 25.111 0.000

23.06 0.052544 0.054391 14.15*
3133MHR63 09/24/01 09/15/06 80.023 0.000

46.88 0.105188 0.107570 0.110006 0.112498 0.115046 38.81 40.58
Federal Home Loan Banks 3133MJKJ8 11/15/01 11/15/21* 25.257 0.000

20.41 0.052609 7.05*
3133MJSW1 11/19/01 11/19/21* 27.289 0.000

20.55 0.053386 7.37*
3133MJXR6 12/03/01 12/03/21 100.000 5.820

0.171213 0.176195 0.161667 0.166371 0.171213 62.27 59.31
Federal Home Loan Banks 3133MKM53 01/09/02 01/09/12* 100.000 0.000
0.262196 2.10*
Federal Home Loan Banks 3133MLRW7 02/22/02 02/22/07 100.000 VARIES
0.134541 0.136264 0.136732 0.137212 0.137172 49.03 49.37
Federal Home Loan Banks 3133MM3N1 03/19/02 03/19/07* 100.000 0.000
0.014138 1.10*
3133MMKS1 04/01/02 04/01/22* 22.933 0.000
13.06 0.049570 4.46*
Federal Home Loan Banks 3133MNBM2 04/30/02 04/30/07 100.000 VARIES

0.116583 0.116697 0.116235 41.97 13.83
Federal Home Loan Banks 3133MP6K7 06/28/02 06/28/05* 100.000 VARIES
0.107727 0.107728 38.46*
3133MPJ98 07/02/02 07/02/07 100.000 VARIES
0.127628 0.128977 0.130020 0.130779 0.131250 46.62 47.16
3133MPKH8 07/05/02 07/05/05 100.000 VARIES
0.100857 0.101370 0.101705 0.101834 0.101754 36.55 36.65
3133MPNV4 07/12/02 01/12/07 100.000 VARIES
0.127851 0.129093 0.130028 0.130664 0.130996 46.62 47.09
3133MPQ90 07/09/02 07/09/04* 100.000 VARIES
0.085720 .69*
3133MPQM1 07/08/02 07/08/04* 100.000 VARIES
0.086180 0.086472 16.17*
3133MPQR0 07/19/02 07/19/07 100.000 VARIES
0.125373 0.126529 0.127425 0.128078 0.128483 45.67 46.16
3133MPSQ0 07/23/02 07/23/04* 100.000 VARIES
0.078268 0.078428 8.78*
3133MPVR4 08/02/02 02/03/06 100.000 VARIES
0.116192 0.117109 0.117725 0.118041 0.118049 42.22 42.49
Federal Home Loan Banks 3133MQ6Q2 08/05/02 08/05/22* 25.257 0.000
7.17 0.049111 0.050830 10.82*
3133MQDM3 08/05/02 08/05/08 100.000 VARIES

0.116034 0.117024 0.117832 0.118472 0.118939 42.21 42.70
3133MQPR9 08/26/02 08/26/22* 25.257 0.000
6.14 0.049111 2.70*
3133MQRZ9 08/22/02 08/22/22 25.900 0.000

6.38 0.049426 0.051124 0.052880 0.054696 0.056575 18.54 19.84
3133MQWR1 08/22/02 08/22/05* 100.000 VARIES

0.079550 4.06*
3133MQWX8 09/06/02 09/06/22* 25.257 0.000
5.65 0.049111 3.19*
3133MQX90 08/26/02 08/26/22* 25.257 0.000

6.14 0.049111 2.70*
Federal Home Loan Banks 3133MRDC3 09/10/02 09/10/07 100.000 VARIES

0.102886 0.103542 0.104065 0.104444 0.104675 37.29 37.60
3133MRDM1 09/10/02 09/10/07 100.000 VARIES
0.102727 0.103358 0.103846 0.104200 0.104416 37.22 37.51
3133MRJE3 09/24/02 09/24/07* 100.000 VARIES
0.102807 0.103450 27.15*
3133MRM41 09/17/02 09/17/07 100.000 VARIES
0.102882 0.103542 0.104066 0.104444 0.104676 37.28 37.60
3133MRVC3 09/27/02 09/27/22* 27.026 0.000
4.69 0.049923 4.29*
3133MRY30 10/07/02 10/07/22* 27.104 0.000

4.20 0.049955 0.051612 14.09*
Federal Home Loan Banks 3133MS3B4 09/19/02 09/14/07 84.850 0.000

7.99 0.078295 0.079564 0.080885 0.082229 0.083595 28.69 29.65
3133MSHD5 10/17/02 10/19/09 76.775 0.000

6.01 0.081236 0.082783 0.084359 0.085966 0.087602 29.75 30.89
3133MSHE3 10/17/02 10/19/09 76.745 0.000
6.02 0.081325 0.082876 0.084457 0.086067 0.087709 29.78 30.93
3133MSME7 10/10/02 10/30/03*

100.000 0.000
0.050342 .45*
3133MSRX0 10/15/02 10/05/07 85.446 0.000
5.75 0.075670 0.076814 0.078038 0.079282 0.080546 27.65 28.53
3133MSYC8 11/05/02 11/05/32 14.255 0.000

1.46 0.026135 0.026997 0.027888 0.028808 0.029759 9.66 10.31
Federal Home Loan Banks 3133MTES3 11/15/02 11/15/32 13.648 0.000

1.18 0.025590 0.026454 0.027346 0.028269 0.029223 9.45 10.10
-----------------------------
SECTION I-B
OID per

Issue Price Annual
(Percent of Stated


______________ _________ ________ _________ __________ ________

________ ________ ________ ________ ________ ________ ______ ______
Federal Home Loan Banks 3133MTLC0 11/29/02 12/02/14* 49.920 0.000

2.61 0.081437 12.30*
Federal Home Loan Banks 3133MU6F7 11/27/02 12/23/03*

100.000 0.000
0.046213 6.75*
3133MUJZ9 12/30/02 12/30/32 13.451 0.000
.03 0.025408 0.026272 0.027165 0.028089 0.029044 9.30 9.95
3133MUP74 12/27/02 12/27/32 15.241 0.000
.11 0.026968 0.027827 0.028713 0.029628 0.030571 9.87 10.51
3133MUSN6 01/13/03 01/13/33 14.675 0.000
0.026497 0.027358 0.028247 0.029166 9.37 10.31
Federal Home Loan Banks 3133MV4K6 02/04/03 02/04/28 20.207 0.000
0.036485 0.037670 0.038895 0.040159 12.10 14.15
3133MV5T6 01/28/03 01/28/13 100.000 VARIES
0.085730 0.082689 0.081911 0.081182 28.50 29.89
3133MV7H0 01/27/03 01/27/33 13.569 0.000
0.025517 0.026381 0.027274 0.028197 8.66 9.94
3133MVB85 02/06/03 02/06/23 27.131 0.000
0.049966 0.051623 0.053334 0.055102 16.48 19.40
3133MVDU4 02/06/03 02/06/18 40.309 0.000
0.068861 0.070978 0.073161 0.075411 22.69 26.59
3133MVSL8 02/18/03 02/18/33 13.968 0.000
0.025880 0.026743 0.027635 0.028557 8.22 10.03
3133MVT52 02/24/03 02/24/23 28.643 0.000
0.050523 0.052127 0.053783 0.055490 15.71 19.49
3133MVZN6 02/25/03 02/25/28 20.207 0.000
0.036485 0.037670 0.038895 0.040159 11.31 14.10
Federal Home Loan Banks 3133MW2W0 02/25/03 02/25/28 20.207 0.000
0.036485 0.037670 0.038895 0.040159 11.31 14.10
3133MW2X8 02/27/03 02/27/20 36.604 0.000
0.061007 0.062838 0.064723 0.066665 18.77 23.44
3133MW4W8 02/27/03 02/27/20 36.484 0.000
0.061009 0.062846 0.064737 0.066686 18.77 23.44
3133MW5G2 02/27/03 02/27/18 41.199 0.000
0.068664 0.070724 0.072846 0.075031 21.13 26.38
3133MW7G0 03/03/03 03/03/08 100.000 VARIES
0.089233 0.089854 0.090342 0.090696 26.66 32.53
3133MWGF2 03/05/03 03/05/07 100.000 VARIES
0.089347 0.090049 0.090557 0.090867 26.53 32.60
3133MWH95 02/28/03 02/28/23 30.066 0.000
0.049838 0.051923 0.052925 0.055443 15.56 19.62
3133MWJN2 02/21/03 02/21/13* 100.000 0.000
0.019032 1.71*
3133MWJQ5 02/21/03 02/21/13* 100.000 0.000
0.017500 1.57*
3133MWJS1 03/06/03 09/08/05 100.000 VARIES
0.010331 0.010332 0.010428 0.010459 0.010460 3.06 3.76
3133MWSW2 03/25/03 03/25/33 14.464 0.000
0.026316 0.027178 0.028068 0.028988 7.35 10.12
3133MWU90 03/24/03 03/24/08 100.000 VARIES
0.100676 0.101549 0.102236 0.102735 27.97 36.80
Federal Home Loan Banks 3133MXEJ4 04/01/03 04/01/33 14.977 0.000
0.026751 0.027611 0.028499 0.029415 7.30 10.26
3133MXRH4 03/28/03 03/29/18 41.192 0.000
0.068370 0.068664 0.070724 0.072846 0.075031 18.93 26.24
3133MXWJ4 04/14/03 04/14/15 55.287 0.000
0.076789 0.078709 0.080676 0.082693 19.88 29.00
Federal Home Loan Banks 3133MY6C6 04/28/03 04/28/33 13.451 0.000
0.025408 0.026272 0.027165 0.028089 6.23 9.73
3133MYB48 04/30/03 04/30/18 41.019 0.000
0.068707 0.070779 0.072912 0.075111 16.68 26.13
3133MYBZ9 05/07/03 05/07/18 41.199 0.000
0.068664 0.070724 0.072846 0.075031 16.18 26.08
3133MYD95 04/28/03 04/28/33 13.451 0.000
0.025408 0.026272 0.027165 0.028089 6.23 9.73
3133MYGP6 05/05/03 05/05/06 100.000 VARIES
0.062465 0.062652 0.062768 0.062807 14.75 22.58
3133MYGY7 04/23/03 01/23/06 100.000 VARIES
0.016380 0.016502 0.016617 0.016631 4.08 5.99
3133MYTD9 05/27/03 05/27/33 14.676 0.000
0.026498 0.027359 0.028248 0.029166 5.70 10.07
Federal Home Loan Banks 3133X02D0 08/11/03 08/11/23 27.823 0.000
0.050235 0.051868 0.053554 7.03 18.84
3133X05F2 08/18/03 08/18/23 27.661 0.000
0.050175 0.051813 0.053504 6.67 18.80
3133X05N5 08/18/03 08/18/23 27.026 0.000
0.049923 0.051583 0.053298 6.64 18.72
3133X05S4 08/18/03 08/18/23 27.026 0.000
0.049923 0.051583 0.053298 6.64 18.72
3133X0DG1 08/11/03 08/11/17 43.708 0.000
0.072846 0.075031 0.077282 10.20 27.24
3133X0DP1 08/25/03 08/25/23 26.662 0.000
0.049770 0.051442 0.053170 6.27 18.65
-----------------------------
SECTION I-B
OID per

Issue Price Annual
(Percent of Stated


______________ _________ ________ _________ __________ ________

________ ________ ________ ________ ________ ________ ______ ______
Federal Home Loan Banks 3133X0EZ8 08/25/03 08/25/23 26.202 0.000

0.049566 0.051254 0.052999 6.25 18.58
3133X0H51 08/28/03 08/28/23 24.960 0.000
0.048958 0.050687 0.052476 6.02 18.37
3133X0HG7 08/25/03 08/25/23 25.257 0.000
0.049111 0.050830 0.052609 6.19 18.43
3133X0HK8 08/25/03 08/25/23 25.257 0.000
0.049111 0.050830 0.052609 6.19 18.43
3133X0JA8 08/25/03 08/25/23 24.300 0.000
0.048600 0.050350 0.052163 6.12 18.26
3133X0LX5 08/20/03 08/20/13 58.125 0.000
0.088802 0.0912440.093754 11.63 33.06
3133X0NA3 09/05/03 09/05/23 25.808 0.000
0.049382 0.051083 0.052842 5.73 18.49
3133X0RK7 09/08/03 09/08/10 100.000 VARIES
0.152764 0.151618 0.150441 17.26 54.53
3133X0RS0 09/05/03 09/05/06 100.000 VARIES
0.020394 0.020673 0.020956 2.37 7.46
3133X0SR1 09/08/03 09/08/23 24.536 0.000
0.048731 0.050473 0.052278 5.51 18.26
Federal Home Loan Banks 3133X15J2 09/29/03 09/29/23 26.508 0.000
0.049703 0.051380 0.053114 4.57 18.51
3133X16J1 09/29/03 09/29/10 100.000 VARIES
0.067733 0.069167 0.070392 6.20 24.90
3133X1BR7 09/17/03 09/12/08 84.441 0.000
0.080229 0.081567 0.082962 8.34 29.42
3133X1D38 09/29/03 09/29/06 100.000 VARIES
0.024194 0.024438 0.024575 2.22 8.79
Federal Home Loan
Mortgage Corporation 3134A12F6 01/26/98 01/26/18* 23.836 0.000

101.11 0.066738 1.67*
3134A12K5 02/04/98 02/04/28 13.067 0.000

51.64 0.033986 0.035158 0.036371 0.037626 0.038924 12.80 13.69
3134A12V1 02/02/98 02/02/23* 15.871 0.000

69.20 0.046052 1.43*
3134A1BU3 09/25/96 06/01/16 23.214 0.000

137.49 0.077117 0.080031 0.083055 0.086194 0.089451 28.46 30.66
3134A1CT5 10/21/96 09/15/16 23.550 0.000

133.97 0.074323 0.077073 0.079925 0.082882 0.085948 27.85 29.94
3134A1DL1 11/01/96 02/01/16 25.038 0.000

139.87 0.077040 0.079861 0.082785 0.085817 0.088959 29.10 31.27
3134A1E97 10/28/97 10/28/22 16.715 0.000

74.95 0.048374 0.050136 0.051962 0.053855 0.055817 17.96 19.29
3134A1F47 11/03/97 11/03/22 15.909 0.000

73.46 0.047807 0.049598 0.051455 0.053382 0.055381 17.74 19.10
3134A1FK1 11/20/96 09/03/19 20.641 0.000

108.88 0.060311 0.062435 0.064634 0.066911 0.069268 22.60 24.23
3134A1H60 10/22/97 06/03/24 16.813 0.000

69.97 0.044822 0.046348 0.047927 0.049560 0.051248 16.50 17.64
3134A1HH6 12/23/96 12/01/15 26.483 0.000

139.29 0.079673 0.082517 0.085463 0.088514 0.091673 29.37 31.50
3134A1HU7 12/27/96 12/02/19 19.720 0.000

104.66 0.060079 0.062244 0.064487 0.066811 0.069218 22.15 23.77
3134A1JD3 12/31/96 12/01/14 28.804 0.000

149.07 0.085309 0.088324 0.091445 0.094676 0.098022 31.44 33.70
3134A1MX5 02/12/97 02/01/14 30.030 0.000
155.55 0.088705 0.091905 0.095221 0.098657 0.102216 33.49 35.95
3134A1MY3 02/12/97 02/01/20 19.238 0.000

101.15 0.057811 0.059923 0.062112 0.064381 0.066733 21.84 23.46
3134A1MZ0 02/12/97 03/01/16 25.716 0.000

134.12 0.077004 0.079798 0.082693 0.085693 0.088802 28.91 31.04
3134A1NA4 02/12/97 01/02/19 20.877 0.000

109.39 0.062140 0.064403 0.066750 0.069181 0.071701 23.60 25.35
3134A1X39 12/11/97 06/01/15 33.207 0.000

124.81 0.080916 0.083510 0.086186 0.088948 0.091799 29.75 31.69
3134A1YQ7 08/26/97 08/26/22* 13.652 0.000

72.53 0.045891 2.52*
Federal Home Loan
Mortgage Corporation 3134A24G0 02/22/99 02/22/29 12.693 0.000

38.61 0.031402 0.032501 0.033638 0.034816 0.036034 11.79 12.63
3134A26X1 03/08/99 03/08/29 12.693 0.000

38.11 0.031402 0.032501 0.033638 0.034816 0.036034 11.76 12.59
3134A2EM6 05/07/98 05/07/18* 24.067 0.000

94.53 0.066778 8.41*
3134A2EX2 05/22/98 05/22/28 12.511 0.000

47.08 0.033464 0.034644 0.035865 0.037129 0.038438 12.35 13.24
3134A2FE3 06/02/98 06/02/28 12.879 0.000

47.34 0.033813 0.034988 0.036203 0.037461 0.038763 12.45 13.33
3134A2FR4 06/09/98 06/09/28 12.602 0.000

46.66 0.033552 0.034730 0.035950 0.037213 0.038520 12.34 13.23
-----------------------------
SECTION I-B
OID per

Issue Price Annual
(Percent of Stated


______________ _________ ________ _________ __________ ________

________ ________ ________ ________ ________ ________ ______ ______
Federal Home Loan
Mortgage Corporation 3134A2G77 12/28/98 11/15/28 20.230 0.000

48.40 0.037483 0.038499 0.039542 0.040614 0.041715 13.77 14.53
3134A2GC6 06/05/98 06/05/28 12.804 0.000

47.12 0.033743 0.034919 0.036136 0.037395 0.038698 12.42 13.30
3134A2GJ1 06/12/98 06/12/28 12.712 0.000

46.73 0.033656 0.034833 0.036052 0.037312 0.038617 12.37 13.25
3134A2HF8 06/30/98 11/24/14 38.078 0.000

115.65 0.081883 0.084329 0.086848 0.089443 0.092115 30.10 31.93
3134A2HG6 06/30/98 12/11/25 19.896 0.000

60.36 0.042862 0.044141 0.045459 0.046816 0.048213 15.71 16.66
3134A2MA3 08/03/98 08/03/28* 11.806 0.000

43.59 0.031613 0.032759 6.91*
3134A2MH8 08/03/98 08/03/28* 11.806 0.000

43.59 0.031613 0.032759 6.91*
3134A2NQ7 07/30/98 08/15/14 37.992 0.000

116.14 0.082486 0.085012 0.087616 0.090299 0.093064 30.85 32.77
3134A2QA9 09/08/98 09/08/28 14.152 0.000

45.97 0.033801 0.034921 0.036078 0.037273 0.038507 12.63 13.48
3134A2QF8 09/15/98 09/15/28* 11.806 0.000

42.26 0.031613 2.34*
3134A2QP6 09/18/98 09/18/28 14.078 0.000

45.53 0.033740 0.034860 0.036018 0.037215 0.038451 12.58 13.43
3134A2QT8 09/18/98 09/18/28* 11.806 0.000

42.17 0.031613 2.43*
3134A2SG4 10/05/98 10/05/28* 12.693 0.000

43.01 0.032501 3.06*
3134A2T24 01/28/99 01/28/29* 12.693 0.000

39.37 0.031402 0.032501 6.70*
3134A2UL0 11/02/98 11/02/28 13.162 0.000

42.81 0.032939 0.034072 0.035243 0.036454 0.037707 12.20 13.05
3134A2WZ7 12/01/98 12/01/28* 12.693 0.000

41.19 0.032501 4.88*
Federal Home Loan
Mortgage Corporation 3134A3AE6 03/15/99 03/15/29 12.693 0.000

37.89 0.031402 0.032501 0.033638 0.034816 0.036034 11.74 12.58
3134A3D29 09/09/99 08/15/27 14.928 0.000

37.78 0.035070 0.036284 0.037541 0.038841 0.040186 13.18 14.11
3134A3GY6 04/05/99 04/05/29 12.693 0.000

37.26 0.031402 0.032501 0.033638 0.034816 0.036034 11.69 12.53
3134A3LC8 04/26/99 04/26/29 12.510 0.000

36.36 0.031223 0.032324 0.033463 0.034643 0.035864 11.58 12.42
3134A3LX2 05/03/99 05/03/29 12.153 0.000

35.67 0.030866 0.031970 0.033113 0.034297 0.035523 11.44 12.27
3134A3WP7 07/06/99 07/06/29* 9.506 0.000

29.90 0.026729 0.027798 5.14*
3134A3ZJ8 09/14/99 09/14/29 12.656 0.000

32.30 0.030304 0.031366 0.032465 0.033603 0.034781 11.33 12.14
3134A3ZU3 08/02/99 12/14/29 15.469 0.000

36.14 0.032985 0.034014 0.035076 0.036170 0.037299 12.10 12.86
Federal National
Mortgage Association 31359MEL3 01/29/99 06/01/17 34.790 0.000

88.20 0.070408 0.072464 0.074581 0.076759 0.079000 25.84 27.37
31359MRD7 04/11/03 04/12/18 99.460 VARIES

0.014825 0.014827 0.015090 3.88 1.52
Federal National
Mortgage Association 31364CJD1 08/13/96 08/11/06 97.000 6.830

16.64 0.008924 0.009248 0.009583 0.009931 0.010291 3.36 3.61
Federal National
Mortgage Association 31364KF21 12/21/00 12/28/07 78.513 0.000

0.097395 0.097537 0.086176 0.086327 0.074285 35.05 31.01
31364KHC7 02/09/00 04/01/03 80.379 0.000
179.15 0.189530 17.06
31364KM72 01/18/01 12/14/04 81.034 0.000

89.90 0.136095 0.139808 0.143622 0.147540 49.79 49.97
31364KM80 01/18/01 06/14/05 78.720 0.000

88.13 0.133488 0.137162 0.140937 0.144816 0.148801 48.84 51.57
31364KM98 01/18/01 12/13/05 76.438 0.000

86.40 0.130914 0.134551 0.138288 0.142129 0.146076 47.92 50.62
31364KSS0 08/17/00 08/17/12 60.070 2.000
55.31 0.069537 0.071958 0.074463 0.077056 0.079739 26.13 27.98
31364KTK6 08/17/00 06/25/04 87.429 0.000

0.069575 0.046692 0.017452 20.62 3.04
Federal National
Mortgage Association 3136F0DV1 04/10/01 09/14/04 84.573 0.000

74.49 0.124628 0.127711 0.130870 0.134107 46.09 33.69
-----------------------------
SECTION I-B
OID per

Issue Price Annual
(Percent of Stated


______________ _________ ________ _________ __________ ________

________ ________ ________ ________ ________ ________ ______ ______
Federal National
Mortgage Corporation 3136F0L67 09/28/01 09/15/06 79.592 0.000

47.48 0.107496 0.109996 0.112554 0.115171 0.117850 39.68 41.55
3136F0PV8 06/21/01 06/13/06 77.295 0.000

63.61 0.121471 0.124655 0.127921 0.131273 0.134713 44.42 46.78
3136F0W73 10/19/01 10/11/06 80.002 0.000

44.27 0.105242 0.107628 0.110067 0.112561 0.115112 38.70 40.48
3136F0W81 10/19/01 10/11/06 80.002 0.000

44.27 0.105242 0.107628 0.110067 0.112561 0.115112 38.70 40.48
Federal National
Mortgage Association 3136F12V1 06/21/02 06/15/07 80.050 0.000

19.11 0.102594 0.104910 0.107279 0.109701 0.112178 37.43 39.13
3136F15H9 07/17/02 07/17/06*

99.435 1.800
0.026391 .06*
3136F1DL1 12/20/01 12/15/06 78.270 0.000
40.68 0.113523 0.116347 0.119241 0.122207 0.125246 41.47 43.56
3136F1EQ9 12/27/01 03/17/31 16.751 0.000

10.72 0.030195 0.031132 0.032099 0.033095 0.034122 11.24 11.95
3136F1H60 05/24/02 05/24/12*

99.125 4.000
0.016200 0.016574 5.30*
3136F1KN9 01/29/02 02/01/09 87.729 0.000
0.095934 0.095490 0.071781 0.071461 0.045635 30.83 21.86
3136F1L81 06/05/02 06/05/13* 99.000 VARIES
0.018515 0.018950 6.26*
3136F1ME7 02/22/02 02/23/10 99.480 VARIES
0.007134 0.007287 0.007442 2.64 .39
3136F1MG2 02/08/02 01/31/07 78.566 0.000
35.04 0.109509 0.112193 0.114943 0.117761 0.120647 40.73 42.75
3136F1UM0 04/04/02 04/04/13* 99.050 VARIES

0.026713 2.48*
3136F1Y95 06/26/02 06/26/13* 99.500 4.000
0.009257 0.009459 3.32*
3136F1ZL7 05/16/02 05/16/06* 99.000 4.000
0.028123 3.80*
3136F1ZM5 05/16/02 05/16/13* 98.875 VARIES
0.031648 4.27*
Federal National
Mortgage Association 3136F2B31 12/20/02 12/30/32 19.252 0.000

.33 0.029794 0.030623 0.031474 0.032350 0.033249 10.88 11.49
3136F2B49 12/20/02 12/28/07 84.684 0.000
.86 0.078569 0.079880 0.081213 0.082569 0.083947 28.53 29.49
3136F2C63 12/24/02 12/30/09 76.570 0.000
.57 0.081750 0.083320 0.084920 0.086551 0.088213 29.72 30.87
3136F2C71 12/24/02 12/28/07 85.056 0.000
.54 0.076961 0.078214 0.079487 0.080781 0.082097 27.94 28.86
3136F2FZ6 09/04/02 09/15/07 85.596 0.000
0.085739 0.084416 0.083067 0.081694 0.080295 30.34 29.36
3136F2KY3 09/19/02 09/14/07 84.258 0.000
8.27 0.081095 0.082461 0.083890 0.085343 0.086822 29.74 30.78
3136F2NT1 10/15/02 10/05/07 85.661 0.000

5.67 0.074641 0.075749 0.076937 0.078144 0.079369 27.27 28.12
3136F2W20 01/30/03 01/22/08 84.961 0.000

0.077902 0.079132 0.080438 0.081765 25.98 29.14
Federal National
Mortgage Association 3136F3LA2 04/04/03 10/03/33 20.285 0.000

0.029863 0.030651 0.031463 0.032297 8.04 11.33
3136F3QM1 04/28/03 04/22/08 85.266 0.000
0.076362 0.077555 0.078805 0.080075 18.64 28.32
3136F3ZC3 06/09/03 12/15/33 23.674 0.000
0.031603 0.031628 0.032388 0.033166 0.033964 6.40 11.83
The Finova Group Inc. 317928AA7 08/22/01 11/15/09 76.270 7.500
0.264799 0.268226 0.271861 0.275717 0.279806 96.27 98.93
First Data Corporation 319963AD6 02/28/01 03/01/08 100.000 VARIES
0.187158 0.188225 0.194301 0.196279 0.203817 69.38 72.64
Fleetwood Enterprises 339077208 01/04/02 02/15/13 100.000 9.500
0.263889 0.263889 0.263889 0.263889 0.263889 95.00 95.00
Fleetwood Enterprises 339079204 12/14/01 02/15/13 100.000 9.500
0.263889 0.263889 0.263889 0.263889 0.263889 95.00 95.00
Focal Communications 344155AA4 02/18/98 02/15/08* 55.565 VARIES
0.317552 0.336803 59.78*
344155AB2 02/18/98 02/15/08* 55.565 VARIES
0.317552 0.336803 59.78*
344155AC0 02/18/98 02/15/08* 55.565 VARIES
0.317552 0.336803 59.78*
Ford Motor Company 345343206 12/01/02 12/31/25 100.000 9.000
0.250000 0.250000 0.250000 0.250000 0.250000 90.00 90.00
-----------------------------
SECTION I-B
OID per

Issue Price Annual
(Percent of Stated


______________ _________ ________ _________ __________ ________

________ ________ ________ ________ ________ ________ ______ ______
Fremont General
Financing I 356905208 03/06/96 03/31/26 100.000 9.000

0.247253 0.245902 0.245902 0.245902 0.247253 89.87 90.13
Gabelli Asset Management 36239Y201 02/06/02 02/17/07 100.000 VARIES
0.191358 0.192128 0.192925 0.193750 0.194602 69.24 69.83
36239YAA0 02/06/02 02/17/07 100.000 VARIES
0.191358 0.192128 0.192925 0.193750 0.194602 69.24 69.83
General Electric Capital
Corporation 36962FTD8 04/13/94 04/01/04 99.850 VARIES

0.206218 0.205538 0.204834 73.99 18.44
36962FTF3 04/14/94 04/01/08 99.800 VARIES
0.209083 0.208481 0.207858 0.207212 0.206543 75.05 74.59
General Mill, Inc. 370334AT1 10/28/02 10/28/22 67.165 VARIES
0.125563 0.129788 0.134155 0.138670 0.143336 46.50 49.69
370334AU8 10/28/02 10/28/22 67.165 VARIES
0.125563 0.129788 0.134155 0.138670 0.143336 46.50 49.69
General Motors
Acceptance Corporation 37042FCD8 12/12/96 12/15/06 51.935 0.000

252.55 0.142264 0.146998 0.151889 0.156943 0.162164 52.22 55.75
37042FCK2 12/19/96 12/15/06 51.453 0.000

254.14 0.143996 0.148866 0.153900 0.159105 0.164486 52.87 56.51
37042FDA3 01/16/97 01/15/07 50.115 0.000

255.34 0.143111 0.148142 0.153350 0.158741 0.164322 54.13 58.00
37042FDC9 01/16/97 01/15/12 34.258 0.000

181.77 0.102483 0.106209 0.110071 0.114073 0.118221 38.82 41.70
37042FMH8 09/30/97 09/15/07 52.157 0.000

213.77 0.133105 0.137527 0.142096 0.146816 0.151693 49.67 53.02
General Motors Corp. 370442AT2 03/20/96 03/15/36 19.874 VARIES

0.074546 0.077557 0.080690 0.083950 0.087341 28.03 30.34
Global Marine, Inc. 379352AM9 06/23/00 06/23/20 49.960 0.000
45.70 0.052974 0.053901 0.054844 0.055804 0.056780 19.25 19.93
379352AN7 06/23/00 06/23/20 49.960 0.000

45.70 0.052974 0.053901 0.054844 0.055804 0.056780 19.25 19.93
Globe Holdings, Inc. 379432AA5 08/06/98 08/01/09 49.672 VARIES

0.341814 0.366236 0.392402 0.392654 0.392922 135.04 141.39
379432AB3 08/06/98 08/01/09 49.672 VARIES
0.341814 0.366236 0.392402 0.392654 0.392922 135.04 141.39
379432AC1 08/06/98 08/01/09 49.672 VARIES
0.341814 0.366236 0.392402 0.392654 0.392922 135.04 141.39
379432AD9 08/06/98 08/01/09 49.672 VARIES
0.341814 0.366236 0.392402 0.392654 0.392922 135.04 141.39
379432AE7 08/06/98 08/01/09 49.672 VARIES
0.341814 0.366236 0.392402 0.392654 0.392922 135.04 141.39
379432AF4 08/06/98 08/01/09 49.672 VARIES
0.341814 0.366236 0.392402 0.392654 0.392922 135.04 141.39
Globix Corporation 37957FAD3 04/23/02 05/01/08 100.000 VARIES
0.305026 0.338440 0.338440 0.375513 0.375513 117.83 130.74
Goldman Sachs Group,Inc. 38141G310 04/21/03 04/18/08 100.000 0.000
0.104166 0.106087 0.108076 0.110103 26.18 38.84
38141G450 07/29/02 07/29/04 100.000 0.000
0.097201 0.098902 0.100632 0.102393 35.82 21.25
38141G534 01/28/02 07/25/06 100.000 0.000
0.159841 0.164316 0.168917 0.173647 0.178509 59.76 63.16
38141GAB0 07/01/99 07/01/06* 100.000 2.000
0.234744 0.241070 69.01*
38141GAE4 11/23/99 11/23/03 99.500 0.000
0.240282 0.248764 78.90
38141GAF1 12/02/99 12/02/03 99.500 0.000
0.239463 0.247892 80.78
38141GAG9 12/17/99 06/17/05 99.500 0.000
0.247696 0.256663 0.265954 0.275582 0.285558 91.04 97.75
38141GAH7 12/06/99 12/06/04 100.000 0.250
0.243989 0.252475 0.261265 0.270370 89.80 89.16
38141GAJ3 01/13/00 01/13/07 100.000 0.500
0.254683 0.263929 0.273531 0.283501 0.293854 96.52 103.68
38141GAM6 03/22/00 03/22/07 99.000 0.250
0.260738 0.270716 0.281086 0.291864 0.303065 97.68 105.31
38141GAN4 05/09/00 05/09/04 100.000 0.000
0.265544 0.276006 0.286881 98.59 36.72
38141GAP9 05/25/00 05/25/07 99.000 1.000
0.277932 0.288455 0.299420 0.310847 0.322754 102.72 110.69
38141GAR5 06/08/01 11/01/05 91.445 VARIES
0.160327 0.164814 0.169431 0.174184 0.179076 59.07 62.43
38141GAS3 07/25/01 10/26/07 90.813 VARIES
0.164615 0.169212 0.173950 0.178831 0.183862 60.70 64.14
38141GAT1 11/01/00 11/01/05 100.000 0.750
0.226867 0.234274 0.241947 0.249896 0.258131 83.91 89.50
38141GAU8 11/07/00 11/07/05 100.000 0.250
0.235234 0.243637 0.252349 0.261383 0.270749 87.12 93.47
-----------------------------
SECTION I-B
OID per

Issue Price Annual
(Percent of Stated


______________ _________ ________ _________ __________ ________

________ ________ ________ ________ ________ ________ ______ ______
Goldman Sachs Group 38141GAV6 12/12/00 12/12/07 100.000 1.000

0.194619 0.199878 0.205304 0.210900 0.216673 71.21 75.13
38141GAX2 01/12/01 01/12/08 100.000 0.250
0.204727 0.211353 0.218201 0.225278 0.232592 77.17 82.26
38141GAY0 01/16/01 01/16/08 100.000 0.250
0.212464 0.219586 0.226954 0.234577 0.242465 80.16 85.63
38141GBB9 02/23/01 02/23/08 100.000 1.000
0.202729 0.208594 0.214656 0.220921 0.227396 75.56 80.03
38141GBC7 05/17/01 05/17/08 100.000 0.000
0.200412 0.206976 0.213754 0.220755 0.227984 73.92 78.84
38141GBD5 05/24/01 05/24/08 100.000 1.000
0.200904 0.206660 0.212608 0.218754 0.225104 73.79 78.11
38141GBF0 07/12/01 07/12/08 100.000 3.500
0.189110 0.192143 0.195275 0.198511 0.201853 69.67 71.99
38141GBG8 08/29/01 10/29/06 100.000 0.000
0.166647 0.171333 0.176150 0.181102 0.186194 61.43 64.93
38141GBH6 09/04/01 09/04/08 100.000 3.500
0.181040 0.183695 0.186434 0.189260 0.192175 66.28 68.30
38141GBJ2 10/05/01 10/05/08 100.000 3.000
0.165536 0.167918 0.170369 0.172891 0.175486 60.44 62.23
38141GBK9 10/05/01 10/05/08 100.000 2.000
0.167170 0.170404 0.173731 0.177155 0.180679 61.33 63.76
38141GBL7 10/16/01 09/04/08 100.000 VARIES
0.165297 0.168463 0.171720 0.175071 0.178519 60.83 63.22
38141GBM5 11/30/01 11/30/04 100.000 0.000
0.133155 0.135493 0.138630 0.141839 49.20 46.89
38141GBN3 10/30/01 10/05/08 101.920 2.000
0.165015 0.168098 0.171269 0.174528 0.177879 60.50 62.81
38141GBP8 11/09/01 11/09/08 100.000 1.250
0.168548 0.172429 0.176422 0.180531 0.184760 61.79 64.69
38141GBQ6 11/09/01 11/09/08 100.000 0.000
0.170591 0.175538 0.180629 0.185867 0.191257 62.83 66.52
38141GBR4 12/13/01 12/13/04 100.000 1.000
0.135443 0.137973 0.140562 0.143213 49.31 48.55
38141GBV5 01/15/02 01/15/09 100.000 3.500
0.167302 0.169387 0.171534 0.173745 0.176021 61.31 62.90
38141GBW3 02/01/02 02/01/12 100.000 0.000
0.192346 0.198789 0.205449 0.212331 0.219445 72.37 77.30
38141GBX1 01/22/02 09/04/08 102.800 2.000
0.176400 0.180041 0.183791 0.187654 0.191633 65.02 67.78
38141GBY9 02/08/02 02/08/09 100.000 1.000
0.172299 0.176671 0.181175 0.185815 0.190596 64.08 67.41
38141GBZ6 02/12/02 02/12/09 100.000 2.000
0.177300 0.181105 0.185028 0.189074 0.193247 65.59 68.48
38141GCA0 03/08/02 03/08/09 100.000 2.000
0.182421 0.186497 0.190703 0.195045 0.199526 67.34 70.43
38141GCB8 04/08/02 04/08/12 100.000 2.000
0.189017 0.193455 0.198040 0.202777 0.207672 69.59 72.95
38141GCC6 04/10/02 04/10/12 100.000 2.500
0.190605 0.194676 0.198884 0.203233 0.207729 70.02 73.10
38141GCD4 04/29/02 04/29/12 100.000 3.500
0.192297 0.195535 0.198882 0.202344 0.205923 70.22 72.66
38141GCE2 07/03/02 07/03/12 100.000 3.000
0.176103 0.179044 0.182078 0.185208 0.188437 64.99 67.24
38141GCH5 08/27/02 08/27/09 100.000 0.000
0.143750 0.147469 0.151285 0.155200 0.159215 53.35 56.15
38141GCJ1 09/16/02 09/16/12 100.000 2.500
0.155555 0.157967 0.160445 0.162993 0.165613 56.95 58.76
38141GCK8 10/28/02 10/28/12 100.000 3.000
0.159167 0.161339 0.163574 0.165873 0.168238 57.97 59.59
38141GCL6 10/30/02 10/30/07 100.000 1.000
0.116666 0.118533 0.120439 0.122385 0.124372 42.57 43.95
38141GCT9 02/11/03 02/11/10 100.000 0.500
0.131944 0.134748 0.137619 0.140557 42.61 49.84
38141GCV4 02/28/03 02/28/13 100.000 0.000
0.140489 0.145704 0.147846 0.154182 43.77 54.76
38141GCW2 02/27/03 02/27/13 100.000 0.500
0.143055 0.146382 0.149793 0.153293 43.90 54.17
38141GCX0 03/05/03 03/05/13 100.000 0.000
0.140278 0.143820 0.147451 0.151174 41.93 53.28
38141GCZ5 04/21/03 04/18/13 100.000 0.000
0.143056 0.146678 0.150455 0.154329 36.03 54.04
38141GDC5 04/21/03 04/21/13 100.000 2.250
0.143056 0.145130 0.147258 0.149440 35.91 52.93
38141GDD3 05/09/03 05/09/10 100.000 2.500
0.115278 0.116229 0.117200 0.118191 26.79 42.12
38141GDF8 05/30/03 05/30/13 100.000 0.000
0.128611 0.131589 0.134635 0.137752 27.23 48.11
38141GDG6 06/11/03 06/11/13 100.000 3.000
0.118055 0.118793 0.119546 0.120316 23.63 42.93
38141GDH4 06/20/03 06/20/13 100.000 0.250
0.120834 0.123311 0.125842 0.128428 23.11 44.90
38141GDJ0 07/08/03 07/08/10 100.000 0.000
0.115278 0.117670 0.120112 19.94 42.77
38141GDL5 08/07/03 08/07/11 100.000 0.000
0.140556 0.144112 0.147758 20.24 52.28
SECTION I-B
OID per

Issue Price Annual
(Percent of Stated


______________ _________ ________ _________ __________ ________

________ ________ ________ ________ ________ ________ ______ ______
Goldman Sachs Group,Inc. 38141GDM3 08/04/03 08/04/10 100.000 0.000

0.141111 0.144695 0.148371 20.74 52.51
38141GDN1 08/25/03 08/25/10 100.000 1.000
0.135278 0.1378960.140577 17.05 49.84
38141GDP6 08/28/03 08/28/10 100.000 1.500
0.137500 0.139872 0.142303 16.91 50.52
Goldman Sachs Group,Inc. 38143U804 08/15/03 08/15/06 100.000 0.000
0.084722 0.086014 0.087326 11.52 31.09
Graham Packaging
Holdings, Inc. 384703AB0 02/02/98 01/15/09 59.534 VARIES

0.277241 0.296987 0.292146 0.295358 0.292149 107.30 107.51
Great Lakes Carbon Corp. 390559AC6 05/22/98 05/15/09 53.092 VARIES
0.342122 0.364572 0.364572 0.364571 0.364570 128.24 131.25
390559AE2 05/22/98 05/15/08* 100.000 VARIES
0.284722 0.284722 70.46*
Griffon Corporation 398433AA0 07/18/03 07/18/23 100.000 VARIES
0.236121 0.241434 0.246973 38.49 87.73
398433AB8 07/18/03 07/18/23 100.000 VARIES
0.236121 0.241434 0.246973 38.49 87.73
Guitar Center, Inc. 402040AC3 06/13/03 07/15/13 100.000 VARIES
0.236055 0.236999 0.242348 0.247924 46.90 88.10
H & E Equipment Services 404085AD4 06/17/02 06/15/13 80.016 12.500
3.79 0.021014 0.022747 0.024623 0.026654 0.028853 7.93 9.30
404085AE2 06/17/02 06/15/13 80.016 12.500

3.79 0.021014 0.022747 0.024623 0.026654 0.028853 7.93 9.30
404085AF9 06/17/02 06/15/13 80.016 12.500

3.79 0.021014 0.022747 0.024623 0.026654 0.028853 7.93 9.30
404085AG7 06/17/02 06/15/13 80.016 12.500

3.79 0.021014 0.022747 0.024623 0.026654 0.028853 7.93 9.30
404085AH5 06/17/02 06/15/13 80.016 12.500

3.79 0.021014 0.022747 0.024623 0.026654 0.028853 7.93 9.30
HCA-Hospital Corporation
of America 404120AA5 04/01/91 07/01/05 101.750 17.500

0.491633 0.492125 0.492660 0.493243 177.08 177.46
Hallwood Group, Inc. 406364AH2 08/31/98 07/31/05 91.625 10.000
44.60 0.035540 0.037638 0.039859 0.042212 0.044704 13.82 15.50
John Hancock Life
Insurance Company 41013MBT6 10/29/02 04/15/15 50.000 0.000

4.86 0.078337 0.080375 0.082642 0.084973 0.087369 28.90 30.53
Harrisburg, PA 414738NJ9 12/28/95 04/01/03 63.703 0.000

347.68 0.169877 15.29
414738NK6 12/28/95 04/01/04 59.389 0.000

330.40 0.161944 0.167133 0.172488 60.18 15.52
414738NL4 12/28/95 04/01/05 55.409 0.000

312.38 0.153445 0.158416 0.163548 0.168845 0.174315 57.04 60.80
414738NM2 12/28/95 04/01/06 51.318 0.000

296.45 0.146214 0.151046 0.156037 0.161193 0.166520 54.39 58.04
414738NN0 12/28/95 04/01/07 47.774 0.000
279.05 0.137893 0.142491 0.147242 0.152152 0.157225 51.31 54.79
414738NP5 12/28/95 04/01/08 44.423 0.000

262.35 0.129884 0.134254 0.138771 0.143440 0.148266 48.34 51.65
414738NQ3 12/28/95 04/01/09 41.259 0.000

246.35 0.122190 0.126337 0.130626 0.135060 0.139645 45.49 48.64
414738NR1 12/28/95 04/01/10 38.328 0.000

230.94 0.114725 0.118648 0.122706 0.126902 0.131241 42.73 45.70
414738NS9 12/28/95 04/01/11 35.259 0.000

216.67 0.108008 0.111760 0.115643 0.119661 0.123819 40.25 43.09
414738NT7 12/28/95 04/01/12 32.621 0.000

202.61 0.101189 0.104735 0.108406 0.112205 0.116137 37.72 40.41
414738NU4 12/28/95 04/01/13 30.247 0.000

189.20 0.094607 0.097941 0.101393 0.104967 0.108667 35.27 37.80
414738NV2 12/28/95 04/01/14 27.925 0.000

176.53 0.088435 0.091578 0.094834 0.098204 0.101695 32.98 35.36
414738NW0 12/28/95 04/01/15 25.992 0.000

164.60 0.082484 0.085420 0.088461 0.091610 0.094871 30.76 32.99
414738NX8 12/28/95 04/01/16 24.047 0.000

153.35 0.076941 0.079695 0.082548 0.085503 0.088564 28.70 30.79
414738NY6 12/28/95 04/01/17 22.322 0.000

142.84 0.071714 0.074288 0.076955 0.079718 0.082579 26.75 28.71
414738NZ3 12/28/95 04/01/18 20.535 0.000

132.78 0.066786 0.069204 0.071709 0.074304 0.076994 24.92 26.76
414738PA6 12/28/95 04/01/19 19.125 0.000

123.66 0.062202 0.064453 0.066786 0.069204 0.071709 23.21 24.92
Hartford Capital I 416315208 02/28/96 03/01/16* 100.000 7.700

0.213889 0.213889 0.213889 57.54*
Hartford Financial
Services Group, Inc. 416515203 09/13/02 11/16/08 100.000 VARIES

0.130691 0.131086 0.131490 0.131903 0.132327 47.16 47.45
-----------------------------
SECTION I-B
OID per

Issue Price Annual
(Percent of Stated


______________ _________ ________ _________ __________ ________

________ ________ ________ ________ ________ ________ ______ ______
Hartford Financial
Services Group, Inc. 416515401 09/13/02 11/16/08 100.000 VARIES

0.130691 0.131086 0.131490 0.131903 0.132327 47.16 47.45
416515500 05/23/03 08/16/08 100.000 VARIES
0.099570 0.099805 0.100319 0.100843 21.74 36.16
416515AH7 05/23/03 08/16/08 100.000 VARIES
0.099570 0.099805 0.100319 0.100843 21.74 36.16
Hasbro, Inc. 418056AM9 11/30/01 12/01/21 100.000 VARIES
0.241737 0.248549 0.255642 0.263027 0.270716 88.67 93.81
418056AN7 11/30/01 12/01/21 100.000 VARIES
0.241737 0.248549 0.255642 0.263027 0.270716 88.67 93.81
Hawk Corporation 420089AD6 10/23/02 12/01/06 100.000 12.000
0.335409 0.335534 0.335667 0.335808 0.335957 120.78 120.87
City of Hoboken 434110QH8 08/28/03 04/01/27 19.107 0.000
0.037890 0.038142 0.039504 0.040914 4.68 14.23
434110QJ4 08/28/03 04/01/28 17.813 0.000
0.035324 0.035559 0.036828 0.038143 4.37 13.26
434110QK1 08/28/03 04/01/29 16.606 0.000
0.032930 0.033149 0.034333 0.035558 4.07 12.36
434110QL9 08/28/03 04/01/30 15.481 0.000
0.030699 0.030904 0.032007 0.033149 3.79 11.53
434110QM7 08/28/03 04/01/31 14.432 0.000
0.028619 0.028810 0.029838 0.030904 3.54 10.75
434110QN5 08/28/03 04/01/32 13.454 0.000
0.026679 0.026858 0.027817 0.028810 3.30 10.02
434110QP0 08/28/03 04/01/33 12.543 0.000
0.024873 0.025039 0.025933 0.026858 3.07 9.34
Hollywood Casino
Shreveport 43613PAA1 08/10/99 08/01/06 100.000 VARIES

0.382815 0.384283 0.385850 0.387524 0.389311 138.53 139.73
43613PAB9 08/10/99 08/01/06 100.000 VARIES
0.382815 0.384283 0.385850 0.387524 0.389311 138.53 139.73
43613PAC7 08/10/99 08/01/06 100.000 VARIES
0.382815 0.384283 0.385850 0.387524 0.389311 138.53 139.73
43613PAE3 06/15/01 08/01/06 103.000 VARIES
0.374400 0.375300 0.376200 0.376900 0.377700 135.22 135.78
Horace Mann Educators
Corporation 440327AF1 05/14/02 05/14/32 47.500 1.426

0.092653 0.094480 0.096370 0.098325 0.100347 33.86 35.23
440327AG9 05/14/02 05/14/32 47.500 1.426
0.092653 0.094480 0.096370 0.098325 0.100347 33.86 35.23
Horizon PCS, Inc. 44043UAA8 09/26/00 10/01/10 43.889 VARIES
0.261239 0.281850 0.304088 0.328081 0.353967 101.61 118.28
44043UAB6 09/26/00 10/01/10 43.889 VARIES
0.261239 0.281850 0.304088 0.328081 0.353967 101.61 118.28
44043UAC4 09/26/00 10/01/10 43.889 VARIES
0.261239 0.281850 0.304088 0.328081 0.353967 101.61 118.28
44043UAD2 09/26/00 10/01/10 43.889 VARIES
0.261239 0.281850 0.304088 0.328081 0.353967 101.61 118.28
44043UAE0 09/26/00 10/01/10 43.889 VARIES
0.261239 0.281850 0.304088 0.328081 0.353967 101.61 118.28
44043UAF7 09/26/00 10/01/10 43.889 VARIES
0.261239 0.281850 0.304088 0.328081 0.353967 101.61 118.28
Host Marriott Corp. 441079209 12/02/96 12/02/26 100.000 6.750
0.187500 0.187500 0.187500 0.187500 0.187500 67.50 67.50
441079308 12/02/96 12/02/26 100.000 6.750
0.187500 0.187500 0.187500 0.187500 0.187500 67.50 67.50
441079407 05/19/97 12/02/26 100.000 6.750
0.187500 0.187500 0.187500 0.187500 0.187500 67.50 67.50
Household Finance Corp. 441815677 10/30/02 02/15/08 94.200 VARIES
0.287909 0.289202 0.291567 0.294062 0.296693 104.38 106.11
441815AQ0 10/30/02 02/15/08 94.200 VARIES
0.287909 0.289202 0.291567 0.294062 0.296693 104.38 106.11
IFT Financing I 449516202 11/01/96 09/03/16 100.000 6.500
0.179558 0.176630 0.178571 0.176630 0.179558 64.88 65.12
449516301 11/01/96 09/03/16 100.000 6.500
0.179558 0.176630 0.178571 0.176630 0.179558 64.88 65.12
IXC Communications, Inc. 450713AA0 10/05/95 10/01/05* 97.245 12.500
16.30 0.009525 0.010144 1.62*
450713AB8 10/05/95 10/01/05* 97.245 12.500

16.30 0.009525 0.010144 1.62*
450713AC6 10/05/95 10/01/05* 97.245 12.500

16.30 0.009525 0.010144 1.62*
ICON Fitness Corporation 451039AB7 11/20/96 11/15/06 50.931 VARIES

0.388875 0.388874 0.388873 0.388872 0.388871 139.99 139.99
Illinois Power Company 452092CK3 12/20/02 12/15/10 97.480 11.500
.06 0.005407 0.005692 0.006033 0.006395 0.006816 2.04 2.29
452092CL1 12/20/02 12/15/10 97.480 11.500
.06 0.005468 0.005787 0.006134 0.006502 0.006892 2.04 2.29
-----------------------------
SECTION I-B
OID per

Issue Price Annual
(Percent of Stated


______________ _________ ________ _________ __________ ________

________ ________ ________ ________ ________ ________ ______ ______
Illinois Power Company 452092CM9 12/20/02 12/15/10 97.480 11.500

.06 0.005468 0.005787 0.006134 0.006502 0.006892 2.04 2.29
IBC Capital Finance 453838500 12/18/96 12/31/26 100.000 9.250
0.256944 0.256944 0.256944 0.256944 0.256944 92.50 92.50
Insilco Holdings Co. 457661AA4 08/17/98 08/15/08 49.411 VARIES
0.342853 0.367465 0.393842 0.394198 0.394579 134.79 141.95
457661AB2 08/17/98 08/15/08 49.411 VARIES
0.342853 0.367465 0.393842 0.394198 0.394579 134.79 141.95
457661AC0 08/17/98 08/15/08 49.411 VARIES
0.342853 0.367465 0.393842 0.394198 0.394579 134.79 141.95
Insignia Financing I 45766X304 11/01/96 09/30/16 100.000 6.500
0.178571 0.177596 0.177596 0.177596 0.178571 64.91 65.09
Intel Corporation 458140AB6 04/30/01 02/01/04 106.500 0.000
0.174053 0.178836 0.183751 64.97 5.51
Intermedia
Communications, Inc. 458801BA4 02/24/99 03/01/09 55.057 VARIES

0.284690 0.302126 0.320631 0.340268 0.340268 109.94 121.32
458801BB2 02/24/99 03/01/09 55.057 VARIES
0.284690 0.302126 0.320631 0.340268 0.340268 109.94 121.32
International Bank for
Reconstruction 459056FW2 03/06/85 02/15/03 13.002 0.000

856.47 0.300247 13.51
459056FX0 03/06/85 08/15/03 12.283 0.000

809.16 0.283667 0.305231 68.01
459056FY8 03/06/85 02/15/04 11.605 0.000

764.45 0.267989 0.288362 0.300248 105.99 13.51
459056FZ5 03/06/85 08/15/04 10.963 0.000

722.22 0.253191 0.272440 0.283670 0.303558 100.14 68.01
459056GA9 03/06/85 02/15/05 10.357 0.000

682.32 0.239206 0.257391 0.268001 0.286791 0.300262 94.60 105.99
459056GB7 03/06/85 08/15/05 9.785 0.000

644.62 0.225988 0.243169 0.253192 0.270944 0.283671 89.38 100.14
459056GC5 03/06/85 02/15/06 9.429 0.000

609.23 0.212380 0.228418 0.237722 0.254268 0.266087 83.94 93.96
459056GD3 03/06/85 08/15/06 8.912 0.000

575.84 0.200743 0.215902 0.224696 0.240336 0.251507 79.34 88.81
459056GE1 03/06/85 02/15/07 8.423 0.000

544.28 0.189745 0.204074 0.212386 0.227170 0.237729 75.00 83.95
459056GF8 03/06/85 08/15/07 7.962 0.000

514.46 0.179343 0.192886 0.200743 0.214716 0.224696 70.89 79.34
459056GG6 03/06/85 02/15/08 7.690 0.000

487.33 0.168932 0.181603 0.188911 0.201965 0.211253 66.73 74.62
459056GH4 03/06/85 08/15/08 7.272 0.000

460.84 0.159749 0.171732 0.178642 0.190987 0.199770 63.10 70.57
459056GJ0 03/06/85 02/15/09 6.955 0.000

436.47 0.150872 0.162150 0.168635 0.180246 0.188490 59.58 66.59
459056GK7 03/06/85 08/15/09 6.732 0.000

414.30 0.142398 0.152971 0.159014 0.169882 0.177569 56.20 62.76
459056GL5 03/06/85 02/15/10 6.446 0.000

392.84 0.134637 0.144599 0.150276 0.160509 0.167732 53.12 59.29
459056GM3 03/06/85 08/15/10 6.175 0.000

372.66 0.127356 0.136748 0.142083 0.151722 0.158512 50.23 56.04
459056GN1 03/06/85 02/15/11 5.992 0.000

354.54 0.120469 0.129291 0.134272 0.143313 0.149656 47.49 52.93
459056GP6 03/06/85 08/15/11 5.676 0.000

335.83 0.114109 0.122466 0.127183 0.135747 0.141755 44.98 50.13
459056GQ4 03/06/85 02/15/12 5.445 0.000

319.01 0.108086 0.115974 0.120413 0.128490 0.134146 42.59 47.45
459056GR2 03/06/85 08/15/12 5.159 0.000

302.24 0.102404 0.109877 0.114083 0.121736 0.127093 40.35 44.96
459056GS0 03/06/85 02/15/13 5.019 0.000

288.27 0.097108 0.104145 0.108080 0.115276 0.120293 38.24 42.56
459056GT8 03/06/85 08/15/13 4.757 0.000

273.24 0.092047 0.098717 0.102447 0.109268 0.114023 36.25 40.35
459056GU5 03/06/85 02/15/14 4.634 0.000

260.96 0.087403 0.093693 0.097187 0.103609 0.108067 34.40 38.25
459056GV3 03/06/85 08/15/14 4.395 0.000

247.48 0.082887 0.088852 0.092166 0.098255 0.102483 32.62 36.28
459056GW1 03/06/85 02/15/15 4.349 0.000
237.68 0.078913 0.084532 0.087622 0.093345 0.097292 31.03 34.46
459056HY6 01/07/86 02/15/16 5.299 0.000

225.01 0.072787 0.077693 0.080247 0.085185 0.088471 28.49 31.41
459056JA6 01/07/86 02/15/03 17.088 0.000

816.81 0.273508 12.31
459056JB4 01/07/86 02/15/04 15.412 0.000

736.66 0.246667 0.264043 0.273502 96.91 12.31
459056JC2 01/07/86 02/15/05 13.899 0.000

664.39 0.222470 0.238142 0.246674 0.262600 0.273510 87.40 96.91
459056JD0 01/07/86 02/15/06 12.535 0.000

599.20 0.200643 0.214778 0.222472 0.236836 0.246676 78.83 87.40
459056JE8 01/07/86 02/15/07 11.305 0.000

540.41 0.180956 0.193704 0.200643 0.213598 0.222472 71.09 78.83
459056JF5 01/07/86 02/15/08 10.303 0.000

487.74 0.162857 0.174288 0.180489 0.192097 0.200031 63.96 70.89
SECTION I-B
OID per

Issue Price Annual
(Percent of Stated


______________ _________ ________ _________ __________ ________

________ ________ ________ ________ ________ ________ ______ ______
International Bank for
Reconstruction 459056JG3 01/07/86 02/15/09 9.297 0.000

440.09 0.146945 0.157260 0.162855 0.173328 0.180487 57.71 63.96
459056JH1 01/07/86 02/15/10 8.388 0.000
397.09 0.132591 0.141899 0.146947 0.156398 0.162858 52.08 57.71
459056JJ7 01/07/86 02/15/11 7.569 0.000

358.30 0.119638 0.128035 0.132591 0.141118 0.146946 46.99 52.08
459056JK4 01/07/86 02/15/12 6.915 0.000

324.15 0.107924 0.115472 0.119552 0.127210 0.132433 42.37 46.94
459056JL2 01/07/86 02/15/13 6.323 0.000

293.52 0.097448 0.104239 0.107896 0.114781 0.119465 38.25 42.35
459056JM0 01/07/86 02/15/14 5.865 0.000

266.97 0.088127 0.094224 0.097483 0.103654 0.107833 34.57 38.24
459056JN8 01/07/86 02/15/15 5.604 0.000

245.19 0.080009 0.085463 0.088336 0.093838 0.097528 31.35 34.61
International Cabletel
Inc. 459216AD9 04/20/95 04/15/05* 53.995 VARIES

0.350254 3.15*
International Minerals &
Chemicals Corporation 459884AH5 11/14/88 11/14/05 26.355 0.000

535.15 0.174656 0.178681 0.187870 0.193261 0.204323 65.12 70.54
International Game Tech 459902AK8 01/29/03 01/29/33 59.291 0.000

0.127640 0.132586 0.137724 0.143061 43.13 50.25
459902AL6 01/29/03 01/29/33 59.291 0.000
0.127640 0.132586 0.137724 0.143061 43.13 50.25
International Semi-Tech
Microelectronics, Inc. 46031KAA9 08/25/93 08/15/03 45.858 VARIES

0.319428 0.319427 71.55
Ionica, PLC. 462213AK5 03/19/97 05/01/07 47.688 VARIES
0.416655 0.416654 0.416653 0.416652 0.416651 150.00 149.99
462213AL3 03/19/97 05/01/07 47.688 VARIES
0.416655 0.416654 0.416653 0.416652 0.416651 150.00 149.99
JL French Automotive
Castings, Inc. 46620QAC9 12/27/02 12/31/07 97.410 12.000

0.492407 0.506872 0.522652 0.539867 0.558647 179.90 191.29
JP Morgan Chase & Co. 46625HAQ3 11/26/02 11/26/07 100.000 0.000
0.101110 0.102950 0.104824 0.106731 0.108674 36.86 38.21
46625HAU4 03/12/03 03/12/08 100.000 0.000
0.089199 0.090631 0.092087 0.093565 25.93 33.21
46625HAY6 09/18/03 09/22/08 100.000 0.000
0.105604 0.105649 0.107657 0.109704 10.88 38.80
Jackson, TN 468826GP1 07/09/98 07/01/12 40.347 0.000
136.16 0.098931 0.102196 0.105569 0.109052 36.20 38.63
Jacobs Entertainment 469815AA2 02/08/02 02/01/09 96.040 11.875

3.40 0.010865 0.011558 0.012295 0.013078 0.013912 4.25 4.81
469815AB0 02/08/02 02/01/09 96.040 11.875

3.40 0.010865 0.011558 0.012295 0.013078 0.013912 4.25 4.81
Jacor Communications 469858AB0 02/09/98 02/09/18* 39.106 0.000
101.04 0.063735 0.065249 6.86*
Jersey & Greene Counties 476538CP6 06/26/03 02/01/05 100.000 0.000

0.063867 0.064010 0.064746 0.065490 11.84 23.40
476538CQ4 06/26/03 02/01/06 100.000 0.000
0.074985 0.075182 0.076197 0.077225 13.90 27.55
476538CR2 06/26/03 02/01/07 100.000 0.000
0.090260 0.090545 0.092016 0.093511 16.74 33.31
476538CS0 06/26/03 02/01/08 100.000 0.000
0.105537 0.105927 0.107939 0.109989 19.58 39.11
Josephine County, OR 480890AA0 10/30/01 06/01/17 36.621 0.000
28.72 0.071462 0.073802 0.076219 0.078715 0.081293 26.29 28.04
480890AB8 10/30/01 06/01/18 33.518 0.000

26.91 0.067011 0.069256 0.071576 0.073974 0.076452 24.67 26.35
480890AC6 10/30/01 06/01/03 94.645 0.000

39.22 0.095519 14.33
480890AD4 10/30/01 06/01/04 89.354 0.000

46.71 0.114474 0.116992 0.119565 41.82 17.93
480890AE2 10/30/01 06/01/05 84.358 0.000

48.17 0.118399 0.121240 0.124149 0.127128 0.130178 43.31 45.41
480890AF9 10/30/01 06/01/06 80.090 0.000

46.71 0.114883 0.117697 0.120580 0.123534 0.126560 42.04 44.12
480890AG7 10/30/01 06/01/07 74.256 0.000

47.81 0.118005 0.121191 0.124463 0.127823 0.131273 43.25 45.62
480890AH5 10/30/01 06/01/08 69.953 0.000

45.89 0.113348 0.116465 0.119667 0.122958 0.126339 41.56 43.87
480890AJ1 10/30/01 06/01/09 65.529 0.000

44.19 0.109252 0.112338 0.115511 0.118774 0.122129 40.07 42.37
480890AK8 10/30/01 06/01/10 61.462 0.000

42.20 0.104398 0.107400 0.110487 0.113663 0.116931 38.31 40.54
-----------------------------
SECTION I-B
OID per

Issue Price Annual
(Percent of Stated


______________ _________ ________ _________ __________ ________

________ ________ ________ ________ ________ ________ ______ ______
Josephine County, OR 480890AL6 10/30/01 06/01/11 57.805 0.000

40.04 0.099093 0.101967 0.104923 0.107966 0.111096 36.37 38.51
480890AM4 10/30/01 06/01/12 54.034 0.000

38.09 0.094326 0.097109 0.099973 0.102922 0.105958 34.63 36.70
480890AN2 10/30/01 06/01/13 50.411 0.000

36.15 0.089589 0.092277 0.095045 0.097896 0.100833 32.90 34.90
480890AP7 10/30/01 06/01/14 46.941 0.000

34.23 0.084901 0.087490 0.090158 0.092908 0.095741 31.19 33.12
480890AQ5 10/30/01 06/01/15 43.624 0.000

32.35 0.080282 0.082770 0.085336 0.087981 0.090708 29.50 31.36
480890AR3 10/30/01 06/01/16 40.464 0.000

30.50 0.075747 0.078132 0.080594 0.083132 0.085751 27.84 29.63
Jostens, Inc. 481088AB8 05/10/00 05/01/10 91.173 12.750

13.05 0.016562 0.017759 0.019041 0.020417 0.021892 6.33 7.27
481088AC6 05/10/00 05/01/10 91.173 12.750

13.05 0.016562 0.017759 0.019041 0.020417 0.021892 6.33 7.27
481088AD4 05/10/00 05/01/10 91.173 12.750

13.05 0.016562 0.017759 0.019041 0.020417 0.021892 6.33 7.27
481088AE2 05/10/00 05/01/10 91.173 12.750

13.05 0.016562 0.017759 0.019041 0.020417 0.021892 6.33 7.27
481088AF9 05/10/00 05/01/10 91.173 12.750

13.05 0.016562 0.017759 0.019041 0.020417 0.021892 6.33 7.27
Kanawha, Charleston,
Putnam, Huntington WV 483685AA1 07/20/93 12/01/16 20.038 0.000

183.52 0.074210 0.076808 0.079496 0.082278 0.085157 27.34 29.29
Katy Independent School
District, TX 486062PF3 05/26/93 08/15/03 49.503 0.000

463.17 0.181483 0.187833 41.80
Kaydon Corporation 486587AA6 05/23/03 05/23/23 100.000 VARIES

0.236203 0.241522 0.247066 0.252846 51.69 88.38
486587AB4 05/23/03 05/23/23 100.000 VARIES
0.236203 0.241521 0.247066 0.252846 51.69 88.38
Kendall, Kane and Will
Counties, IL 488764NN7 04/22/03 10/01/08 105.843 VARIES

0.111570 0.113440 0.115592 0.110085 27.95 40.92
488764NP2 04/22/03 10/01/09 105.260 VARIES
0.118610 0.120735 0.123184 0.117450 29.73 43.61
488764NQ0 04/22/03 10/01/10 100.839 VARIES
0.122112 0.124463 0.127176 0.121986 30.62 45.07
488764NR8 04/22/03 10/01/11 106.125 VARIES
0.135800 0.138563 0.141755 0.134737 34.06 50.11
488764NS6 04/22/03 10/01/12 100.093 VARIES
0.132884 0.135689 0.138932 0.132941 33.34 49.18
488764NT4 04/22/03 10/01/13 100.778 VARIES
0.137044 0.140007 0.143434 0.137010 34.39 50.75
Keyspan Corporation 49337W407 05/06/02 05/16/08 100.000 VARIES
0.157446 0.158048 0.158667 0.159304 0.159959 56.84 57.29
49337WAE0 05/06/02 05/16/08 100.000 VARIES
0.157446 0.158048 0.158667 0.159304 0.159959 56.84 57.29
Kmart Financing I 498778208 06/17/96 06/15/16* 100.000 7.750
0.232285 29.04*
LaSalle & DeKalb
Counties, Illinois 504238AW6 09/04/03 12/30/05 101.029 VARIES

0.077984 0.078682 0.079775 0.077546 9.12 28.52
504238AX4 09/04/03 12/30/06 100.029 VARIES
0.096643 0.097726 0.099426 0.096656 11.31 35.49
LaSalle County, IL 504592AK2 04/16/03 12/01/04 103.837 0.000
0.072942 0.073172 0.074097 0.075034 18.68 24.62
504592AL0 04/16/03 12/01/05 105.089 VARIES
0.086047 0.086364 0.087636 0.088928 0.083484 22.05 31.66
504592AM8 06/19/03 12/01/05 103.742 VARIES
0.068356 0.069085 0.069905 0.066879 13.15 24.95
504592AN6 06/19/03 12/01/06 104.790 VARIES
0.075029 0.075900 0.076878 0.073573 14.43 27.43
Lake County, IL
School District No.187 509262CP4 04/09/03 01/01/05 95.798 0.000

0.066498 0.066878 0.067713 0.068559 17.49 24.53
509262CQ2 04/09/03 01/01/06 92.198 0.000
0.076805 0.077336 0.078496 0.079673 20.22 28.47
509262CR0 04/09/03 01/01/07 87.867 0.000
0.085402 0.086084 0.087590 0.089122 22.50 31.81
509262CS8 04/09/03 01/01/08 83.406 0.000
0.089753 0.090547 0.092301 0.094089 23.66 33.55
509262CT6 04/09/03 01/01/09 78.814 0.000
0.091924 0.092810 0.094758 0.096748 24.24 34.47
509262CU3 04/09/03 01/01/10 74.126 0.000
0.092639 0.093591 0.095696 0.097849 24.44 34.84
-----------------------------

SECTION I-B
OID per

Issue Price Annual
(Percent of Stated


______________ _________ ________ _________ __________ ________

________ ________ ________ ________ ________ ________ ______ ______
Lake County, IL
School District No.187 509262CV1 04/09/03 01/01/21 35.244 0.000

0.058440 0.059236 0.061004 0.062824 15.45 22.29
Lakeway Municipal
Utility District 512503NQ2 07/17/98 09/01/03 72.889 0.000

230.90 0.163696 0.168826 40.21
512503NR0 07/17/98 09/01/04 68.241 0.000

218.91 0.155411 0.160337 0.165418 0.170661 58.04 40.64
512503NS8 07/17/98 09/01/05 63.714 0.000

207.68 0.147703 0.152451 0.157351 0.162409 0.167630 55.19 58.79
Lee & Ogle Counties, IL 523372AC4 07/02/03 04/01/05 100.286 VARIES

0.066364 0.066755 0.067551 0.066214 11.91 24.13
523372AD2 07/02/03 04/01/06 100.261 VARIES
0.076179 0.076695 0.077743 0.076053 13.68 27.74
523372AE0 07/02/03 04/01/07 100.510 VARIES
0.094455 0.095245 0.096856 0.094237 16.98 34.49
523372AF7 07/02/03 04/01/08 100.396 VARIES
0.108267 0.109306 0.111428 0.108077 19.47 39.62
523372AG5 07/02/03 04/01/09 100.704 VARIES
0.118382 0.119621 0.122152 0.118118 21.30 43.38
523372AH3 07/02/03 04/01/10 101.077 VARIES
0.125846 0.127241 0.130092 0.125514 22.65 46.16
Lehman Brothers
Holdings, Inc. 524908779 02/05/02 02/05/07 100.000 0.000
0.161378 0.165937 0.170624 0.175445 0.180401 60.27 63.72
524908CH1 02/24/00 02/24/07 100.000 0.250
0.274897 0.285816 0.297180 0.309007 0.321316 103.76 112.18
524908CJ7 07/07/00 07/08/03 100.000 0.000
0.255994 0.266096 49.69
524908CL2 07/07/00 07/08/03 100.000 0.250
0.254030 0.263754 49.25
524908CS7 11/14/00 11/14/07 100.000 0.250
0.249497 0.258896 0.268659 0.278801 0.289335 92.41 99.51
524908CT5 11/14/00 11/14/07 100.000 0.250
0.249497 0.258896 0.268659 0.278801 0.289335 92.41 99.51
524908CU2 01/05/01 01/05/06 100.000 0.250
0.210044 0.220754 0.224514 0.234681 0.240013 81.21 86.81
524908CZ1 02/26/01 02/27/06 100.000 0.250
0.148967 0.152515 0.156153 0.159881 0.163702 55.16 57.82
524908DB3 04/26/01 04/26/04 100.000 0.000
0.178826 0.184101 0.189532 66.02 21.80
524908DC1 04/26/01 04/26/04 100.000 0.000
0.178826 0.184102 0.189533 66.02 21.80
524908DH0 06/01/01 06/01/08 100.000 0.250
0.206521 0.213260 0.220227 0.227429 0.234874 75.97 81.02
524908DK3 06/29/01 12/29/04 100.000 0.000
0.167684 0.172346 0.177137 0.182061 61.22 64.30
524908DL1 07/03/01 07/03/04 100.000 0.000
0.162071 0.166548 0.171149 0.175877 60.77 32.00
524908DN7 07/03/01 07/03/06 100.000 0.250
0.171270 0.176064 0.180998 0.186076 0.191303 64.25 67.91
524908DU1 10/02/01 07/02/06 100.000 0.000
0.162086 0.166623 0.171286 0.176080 0.181009 60.81 64.27
524908DW7 12/26/01 12/26/06 100.000 0.000
0.169040 0.173900 0.178900 0.184044 0.189335 61.78 65.38
524908EC0 03/26/02 04/01/22 100.000 VARIES
0.127863 0.129428 0.131029 0.132667 0.132908 46.60 47.63
524908ED8 04/30/02 04/30/05 100.000 0.000
0.137988 0.141334 0.144762 0.148272 0.151868 50.69 53.18
524908EE6 07/02/02 07/02/05 100.000 0.000
0.119448 0.122016 0.124640 0.127319 0.130057 44.39 46.32
524908EF3 06/19/02 06/19/09 100.000 0.250
0.130557 0.133401 0.136309 0.139284 0.142328 47.58 49.68
524908EK2 08/05/02 08/05/07 100.000 0.000
0.138887 0.142359 0.145918 0.149566 0.153305 51.65 54.27
524908EN6 08/05/02 08/05/08 100.000 0.000
0.145832 0.149661 0.153589 0.157621 0.161758 54.32 57.21
524908EP1 09/27/02 09/27/07 100.000 0.000
0.111109 0.113331 0.115598 0.117910 0.120268 40.82 42.47
524908ES5 10/02/02 10/02/07 100.000 0.250
0.083332 0.084478 0.085641 0.086821 0.088019 30.41 31.25
524908FB1 12/11/02 12/11/07 100.000 0.625
0.116666 0.118752 0.120881 0.123055 0.125275 42.46 44.00
Lehman Brothers
Holdings, Inc. 524909AB4 12/23/93 12/15/03 100.000 VARIES

0.182217 0.181493 62.55
Lehman Brothers
Holdings, Inc. 52517PAD3 10/15/93 10/15/03 100.000 VARIES

0.167430 0.166821 47.44
52517PAE1 10/15/93 10/15/23 100.000 VARIES
0.209782 0.209610 0.209432 0.209247 0.209056 75.46 75.33
SECTION I-B
OID per

Issue Price Annual
(Percent of Stated


______________ _________ ________ _________ __________ ________

________ ________ ________ ________ ________ ________ ______ ______
Lehman Brothers
Holdings, Inc. 52517PEV9 07/07/95 07/07/05 100.000 VARIES

0.026772 0.026427 0.026069 0.025699 0.025314 9.45 9.19
52517PSV4 09/20/02 09/20/10* 100.000 0.000
0.154381 12.04*
52517PTA9 11/27/02 11/27/07* 100.000 0.000
0.102685 14.99*
52517PTB7 12/10/02 12/10/12* 100.000 0.000
0.134121 21.46*
52517PTE1 01/16/03 01/16/13 100.000 0.000
0.143181 0.144497 0.149870 0.152083 50.34 55.15
52517PTF8 01/16/03 01/16/09* 100.000 0.000
0.118022 21.36*
52517PTG6 01/30/03 01/30/13 100.000 0.000
0.118027 0.118583 0.122447 0.123704 39.74 44.90
52517PTH4 01/30/03 01/30/13 100.000 0.000
0.118027 0.118583 0.122447 0.123704 39.74 44.90
52517PTP6 02/18/03 02/18/08 100.000 0.000
0.115236 0.115721 0.119433 0.120599 36.60 43.69
52517PTQ4 03/12/03 03/12/13* 100.000 0.000
0.137544 12.65*
52517PTR2 02/27/03 02/27/08* 100.000 0.000
0.104077 9.26*
Lennar Corporation 526057AA2 07/29/98 07/29/18* 46.413 0.000
85.90 0.056982 0.059049 12.28*
Level 3 Communications 52729NAD2 12/02/98 12/01/08 59.966 VARIES
0.263293 0.277116 0.291664 0.291664 0.291664 98.12 105.00
52729NAE0 12/02/98 12/01/08 59.966 VARIES
0.263293 0.277116 0.291664 0.291664 0.291664 98.12 105.00
52729NAF7 12/02/98 12/01/08 59.966 VARIES
0.263293 0.277116 0.291664 0.291664 0.291664 98.12 105.00
52729NAR1 02/29/00 03/15/10 53.308 VARIES
0.261793 0.278644 0.296579 0.315669 0.335987 100.97 114.38
Liberty Media Corp. 530715AF8 11/16/99 11/15/29 100.000 4.000
0.294796 0.303125 0.311832 0.320934 0.330448 108.41 114.75
530715AG6 11/16/99 11/15/29 100.000 4.000
0.294796 0.303125 0.311832 0.320934 0.330448 108.41 114.75
530715AK7 02/10/00 02/15/30 100.000 3.750
0.303071 0.312449 0.322270 0.332553 0.343321 113.40 120.73
530715AL5 02/10/00 02/15/30 100.000 3.750
0.303071 0.312449 0.322270 0.332553 0.343321 113.40 120.73
530715AM3 01/11/01 01/15/31 100.000 3.500
0.288982 0.298091 0.307632 0.317626 0.328095 108.77 115.94
530715AN1 01/11/01 01/15/31 100.000 3.500
0.288982 0.298091 0.307632 0.317626 0.328095 108.77 115.94
530715AP6 03/08/01 03/15/31 100.000 3.250
0.320896 0.332853 0.345430 0.358660 0.372575 120.28 129.61
530715AQ4 03/08/01 03/15/31 100.000 3.250
0.320896 0.332853 0.345430 0.358660 0.372575 120.28 129.61
530715AR2 03/08/01 03/15/31 100.000 3.250
0.320896 0.332853 0.345430 0.358660 0.372575 120.28 129.61
Liberty Media Corp. 530718AB1 03/26/03 03/30/23 98.500 0.750
0.153239 0.153322 0.157032 0.160846 0.164767 42.50 57.92
530718AF2 03/26/03 03/30/23 98.500 0.750
0.153239 0.153322 0.157032 0.160846 0.164767 42.50 57.92
Lin Holdings Corporation 532768AD0 06/14/01 03/01/08* 73.850 VARIES
0.295331 0.308658 19.59*
532768AE8 06/14/01 03/01/08* 73.850 VARIES
0.295331 0.308658 19.59*
532768AF5 06/14/01 03/01/08* 73.850 VARIES
0.295331 0.308658 19.59*
Lin Television Corp. 532776AD3 06/14/01 01/15/08 96.288 8.000
6.95 0.012781 0.013561 0.013924 0.014693 0.015169 5.00 5.45
532776AE1 06/14/01 01/15/08 96.288 8.000

6.95 0.012781 0.013561 0.013924 0.014693 0.015169 5.00 5.45
532776AF8 06/14/01 01/15/08 96.288 8.000

6.95 0.012781 0.013561 0.013924 0.014693 0.015169 5.00 5.45
Loral Cyberstar, Inc. 543868AC7 12/27/01 07/15/06 71.938 10.000

0.132743 0.146260 0.161152 0.177562 0.195642 54.94 66.69
Lowe's Companies, Inc. 548661CD7 02/16/01 02/16/21 60.841 0.000
29.02 0.043856 0.044404 0.044959 0.045521 0.046090 16.04 16.44
Lyondell Chemical Co. 552078AS6 12/04/02 12/15/08 97.750 9.500

.21 0.007822 0.008213 0.008624 0.009056 0.009509 2.90 3.20
552078AT4 12/04/02 12/15/08 97.750 9.500
.21 0.007822 0.008213 0.008624 0.009056 0.009509 2.90 3.20
MCI Communications Corp. 55267Y206 05/29/96 06/30/26 100.000 8.000
0.236513 0.246027 0.255924 0.266219 0.276928 86.88 94.01
MHS Holdings Corporation 553024AA8 09/22/89 10/01/04 14.000 VARIES
0.792513 0.860116 0.941836 1.040618 310.91 272.08
Manpower Inc. 56418HAB6 08/17/01 08/17/21 55.126 0.000
23.00 0.047327 0.048037 0.048758 0.049489 0.050231 17.36 17.88
-----------------------------
SECTION I-B
OID per

Issue Price Annual
(Percent of Stated


______________ _________ ________ _________ __________ ________

________ ________ ________ ________ ________ ________ ______ ______
Manpower Inc. 56418HAC4 08/17/01 08/17/21 55.126 0.000

23.00 0.047327 0.048037 0.048758 0.049489 0.050231 17.36 17.88
Marion County, OR 56913RAC2 03/28/02 06/01/04 90.351 0.000

32.61 0.122180 0.125062 0.128012 44.68 19.20
56913RAD0 03/28/02 06/01/05 84.618 0.000

34.53 0.129765 0.133222 0.136771 0.140414 0.144155 47.55 50.11
56913RAE8 03/28/02 06/01/06 79.181 0.000

34.40 0.129469 0.133138 0.136911 0.140791 0.144781 47.49 50.22
56913RAF5 03/28/02 06/01/07 73.606 0.000

33.92 0.127864 0.131705 0.135662 0.139737 0.143935 46.96 49.82
56913RAG3 03/28/02 06/01/08 68.057 0.000

33.05 0.124786 0.128734 0.132807 0.137010 0.141345 45.87 48.82
56913RAH1 03/28/02 06/01/09 63.326 0.000

31.44 0.118792 0.122634 0.126600 0.130694 0.134921 43.69 46.56
56913RAJ7 03/28/02 06/01/10 58.440 0.000

29.97 0.113343 0.117128 0.121039 0.125081 0.129258 41.72 44.55
56913RAK4 03/28/02 06/01/11 53.951 0.000

28.34 0.107261 0.110928 0.114722 0.118644 0.122701 39.50 42.25
56913RAL2 03/28/02 06/01/12 49.948 0.000

26.63 0.100822 0.104320 0.107939 0.111684 0.115559 37.14 39.76
56913RAM0 03/28/02 06/01/13 46.303 0.000

24.94 0.094451 0.097761 0.101187 0.104733 0.108403 34.80 37.28
56913RAN8 03/28/02 06/01/14 42.967 0.000

23.31 0.088301 0.091417 0.094644 0.097984 0.101443 32.54 34.88
56913RAP3 03/28/02 06/01/15 39.329 0.000

21.79 0.082624 0.085602 0.088688 0.091885 0.095196 30.46 32.70
56913RAQ1 03/28/02 06/01/16 36.142 0.000

20.31 0.077033 0.079848 0.082766 0.085791 0.088926 28.41 30.52
56913RAR9 03/28/02 06/01/17 33.393 0.000

18.90 0.071684 0.074322 0.077056 0.079892 0.082831 26.44 28.42
56913RAS7 03/28/02 06/01/18 31.307 0.000

17.59 0.066730 0.069169 0.071697 0.074317 0.077033 24.61 26.44
56913RAT5 03/28/02 06/01/19 28.898 0.000

16.35 0.062037 0.064319 0.066686 0.069140 0.071684 22.88 24.60
56913RAU2 03/28/02 06/01/20 26.649 0.000

15.18 0.057615 0.059750 0.061963 0.064259 0.066639 21.26 22.86
Markel Corporation 570535AD6 05/23/02 08/15/07 92.756 7.200

6.84 0.031627 0.033045 0.034526 0.036074 0.037691 12.04 13.14
570535AE4 05/23/02 05/15/08 90.005 7.000

7.89 0.037436 0.039160 0.040963 0.042850 0.044824 13.95 15.26
Marriott International
Incorporated 571903AA1 05/08/01 05/08/21 86.095 0.000

0.218260 0.227102 0.236301 0.245873 0.255832 81.12 87.83
571903AB9 05/08/01 05/08/21 86.095 0.000
0.218260 0.227102 0.236301 0.245873 0.255832 81.12 87.83
571903AC7 05/08/01 05/08/21 86.095 0.000
0.218260 0.227102 0.236301 0.245873 0.255832 81.12 87.83
Masco Corporation 574599AW6 07/20/01 07/20/31 39.445 0.000
0.035319 0.035871 0.036431 0.037000 0.037579 12.99 13.40
Matria Healthcare, Inc. 576817AA8 07/09/01 05/01/08 93.500 11.000
10.02 0.020512 0.021432 0.023016 0.024182 0.026112 7.81 8.83
576817AB6 07/09/01 05/01/08 93.500 11.000

10.02 0.020512 0.021432 0.023016 0.024182 0.026112 7.81 8.83
McCaw International LTD. 579472AA9 03/06/97 04/15/07 50.991 VARIES

0.366626 0.366995 0.367388 0.367807 0.368254 132.11 132.40
579472AB7 03/06/97 04/15/07 50.991 VARIES
0.366626 0.366995 0.367388 0.367807 0.368254 132.11 132.40
579472AC5 03/06/97 04/15/07 50.991 VARIES
0.366626 0.366995 0.367388 0.367807 0.368254 132.11 132.40
579472AD3 03/06/97 04/15/07 50.991 VARIES
0.366626 0.366995 0.367388 0.367807 0.368254 132.11 132.40
579472AE1 03/06/97 04/15/07 50.991 VARIES
0.366626 0.366995 0.367388 0.367807 0.368254 132.11 132.40
Medicis Pharmaceutical
Corporation 584690AB7 08/14/03 06/04/33 93.000 VARIES

0.236375 0.241819 0.250976 0.260552 32.53 89.21
Medtronic, Inc. 585055AA4 09/11/01 09/15/21 100.000 VARIES
0.197130 0.202160 0.207359 0.212733 0.218288 72.96 76.78
585055AB2 09/11/01 09/15/21 100.000 VARIES
0.197130 0.202160 0.207359 0.212733 0.218288 72.96 76.78
Mercer County
Improvement Authority 587844E72 10/21/93 04/15/03 55.022 0.000

431.86 0.172264 17.92
587844E80 10/21/93 04/15/03 53.773 0.000

443.68 0.178777 18.59
587844E98 10/21/93 10/15/03 53.059 0.000

420.68 0.168144 0.173566 48.73
587844F22 10/21/93 10/15/03 51.792 0.000

431.55 0.174240 0.180077 50.53
587844F30 10/21/93 04/15/04* 50.624 0.000

413.59 0.166318 0.171807 48.22*
-----------------------------
SECTION I-B
OID per

Issue Price Annual
(Percent of Stated


______________ _________ ________ _________ __________ ________
________ ________ ________ ________ ________ ________ ______ ______
Mercer County
Improvement Authority 587844F48 10/21/93 04/15/04* 49.357 0.000

423.41 0.171991 0.177881 49.91*
587844F55 10/21/93 10/15/04* 48.747 0.000

402.21 0.162068 0.167456 47.00*
587844F63 10/21/93 10/15/04* 47.470 0.000

411.15 0.167346 0.173120 48.57*
587844F71 10/21/93 04/15/05* 46.657 0.000

392.58 0.158826 0.164187 46.07*
587844F89 10/21/93 04/15/05* 45.380 0.000

400.62 0.163716 0.169446 47.53*
587844F97 10/21/93 10/15/05* 44.873 0.000

381.25 0.154554 0.159809 44.84*
587844G21 10/21/93 10/15/05* 43.592 0.000

388.49 0.159080 0.164688 46.19*
587844G39 10/21/93 04/15/06* 42.619 0.000

372.68 0.151996 0.157278 44.12*
587844G47 10/21/93 04/15/06* 41.354 0.000

379.03 0.156137 0.161757 45.35*
587844G54 10/21/93 10/15/06* 40.930 0.000

361.33 0.147663 0.152831 42.87*
587844G62 10/21/93 10/15/06* 39.667 0.000

366.96 0.151467 0.156958 44.00*
587844G70 10/21/93 04/15/07* 39.289 0.000

350.14 0.143377 0.148431 41.63*
587844G88 10/21/93 04/15/07* 38.031 0.000

355.08 0.146858 0.152218 42.67*
587844G96 10/21/93 10/15/07* 37.696 0.000

339.12 0.139141 0.144080 40.40*
587844H20 10/21/93 10/15/07* 36.445 0.000

343.41 0.142313 0.147543 41.36*
587844H38 10/21/93 04/15/08* 36.150 0.000

328.27 0.134958 0.139783 39.20*
587844H46 10/21/93 04/15/08* 34.666 0.000

332.64 0.138399 0.143555 40.23*
587844H53 10/21/93 10/15/08* 34.651 0.000
317.59 0.130831 0.135541 38.00*
587844H61 10/21/93 10/15/08* 33.181 0.000

321.27 0.133936 0.138958 38.94*
587844H79 10/21/93 04/15/09* 32.951 0.000

307.64 0.127238 0.131882 36.97*
587844H87 10/21/93 04/15/09* 31.508 0.000

310.60 0.129999 0.134939 37.81*
587844H95 10/21/93 10/15/09* 31.790 0.000

296.81 0.122758 0.127239 35.67*
587844J28 10/21/93 10/15/09* 30.354 0.000

299.23 0.125241 0.130001 36.43*
587844J36 10/21/93 04/15/10* 30.187 0.000

287.04 0.119192 0.123602 34.64*
587844J44 10/21/93 04/15/10* 28.782 0.000

288.82 0.121364 0.126037 35.31*
587844J51 10/21/93 10/15/10* 29.110 0.000

276.80 0.114939 0.119192 33.41*
587844J69 10/21/93 10/15/10* 27.715 0.000

278.11 0.116865 0.121364 34.00*
587844J77 10/21/93 04/15/11* 27.836 0.000

267.10 0.111130 0.115270 32.31*
587844J85 10/21/93 04/15/11* 26.464 0.000

267.91 0.112801 0.117172 32.82*
587844J93 10/21/93 10/15/11* 26.604 0.000

257.60 0.107393 0.111420 31.22*
587844K26 10/21/93 10/15/11* 25.257 0.000

257.95 0.108821 0.113065 31.67*
587844K34 10/21/93 04/15/12* 25.643 0.000

248.29 0.103510 0.107392 30.10*
587844K42 10/21/93 04/15/12* 24.309 0.000

248.27 0.104736 0.108821 30.48*
587844K59 10/21/93 10/15/12* 24.491 0.000

239.28 0.099951 0.103725 29.07*
587844K67 10/21/93 10/15/12* 23.184 0.000

238.85 0.100964 0.104927 29.39*
587844K75 10/21/93 04/15/13* 23.600 0.000

230.57 0.096316 0.099951 28.01*
587844K83 10/21/93 04/15/13* 22.308 0.000
229.83 0.097151 0.100964 28.28*
587844K91 10/21/93 10/15/13* 22.741 0.000

222.19 0.092812 0.096316 26.99*
587844L25 10/21/93 10/15/13* 21.466 0.000

221.15 0.093482 0.097151 27.21*
Mercury Interactive Corp 589405AC3 04/29/03 05/01/08 98.000 0.000

0.010780 0.010998 0.011021 0.011043 0.011065 2.66 3.97
-----------------------------
SECTION I-B
OID per

Issue Price Annual
(Percent of Stated


______________ _________ ________ _________ __________ ________

________ ________ ________ ________ ________ ________ ______ ______
Merrill Lynch & Co.,Inc. 590188249 09/13/00 09/13/07 100.000 0.000

0.229326 0.233715 0.244796 0.250859 0.264205 86.21 92.85
590188256 08/04/00 08/03/07 100.000 0.000
0.237803 0.250867 0.256090 0.268674 0.275783 91.92 98.99
590188264 08/04/00 08/03/07 100.000 0.000
0.237803 0.250867 0.256090 0.268674 0.275783 91.92 98.99
590188272 06/29/00 06/29/07 100.000 0.000
0.258337 0.266909 0.277280 0.288055 0.300892 95.92 103.53
590188280 03/30/00 03/30/07 100.000 0.000
0.249707 0.259048 0.268738 0.278791 0.289220 93.31 100.42
590188298 03/03/00 03/05/07 100.000 0.000
0.218910 0.226225 0.233786 0.241599 0.249673 81.85 87.41
590188678 09/29/97 09/30/04 100.000 0.000
0.240284 0.246601 0.254475 0.262601 90.18 70.96
590188A40 07/26/00 07/26/05 100.000 2.000
0.223346 0.233388 0.236048 0.245421 0.249705 85.36 90.27
590188A65 05/23/01 05/23/31 51.108 VARIES
0.095329 0.098252 0.101265 0.104370 0.107571 35.07 37.25
590188A73 03/13/02 03/13/32 100.000 VARIES
0.163234 0.167897 0.172693 0.177626 0.182700 60.63 64.14
590188JA7 02/09/98 02/02/05 100.000 0.000
0.218421 0.225003 0.231783 0.238767 0.245961 81.81 86.81
Merrill Lynch & Co.,Inc. 59018FAS1 07/30/01 04/13/04 100.000 2.400
0.136710 0.138384 0.140099 49.78 14.29
Merrill Lynch & Co.,Inc. 59018SB94 03/20/98 03/20/28 12.154 0.000
48.53 0.033114 0.034297 0.035524 0.036794 0.038109 12.38 13.28
59018SC51 03/27/98 05/21/18* 25.000 0.000

96.96 0.066934 5.76*
59018SRZ9 02/25/97 02/25/27 9.506 0.000

55.38 0.032520 0.033821 0.035174 0.036581 0.038044 12.28 13.28
59018SZT4 02/09/98 02/02/05 100.000 0.000

0.213670 0.223757 0.226741 0.236139 0.240611 81.80 86.81
Merrill Lynch & Co.,Inc. 59018YDJ7 01/12/01 01/07/08 100.000 0.250
0.192968 0.198877 0.204973 0.211263 0.217752 72.62 77.15
59018YKD2 06/27/01 06/27/08 100.000 0.250
0.188751 0.194405 0.200236 0.206247 0.212446 69.01 73.22
Merrill Lynch & Co.,Inc. 59021J109 10/06/00 10/05/07 100.000 0.000
0.224527 0.231237 0.239455 0.247966 0.258190 84.49 90.85
59021J141 06/03/03 06/03/10 100.000 0.000
0.097353 0.099059 0.100795 0.102561 20.30 36.07
59021J208 11/20/00 11/20/07 100.000 0.000
0.228782 0.236967 0.245446 0.254227 0.263323 84.52 90.67
59021J307 04/30/01 06/27/07 100.000 0.000
0.180465 0.185788 0.191267 0.196909 0.202717 65.97 69.92
59021J315 06/03/03 09/03/08 100.000 0.000
0.084469 0.085111 0.086405 0.087719 17.65 31.18
59021J471 09/04/02 09/04/09 100.000 0.000
0.138418 0.141867 0.145402 0.149024 0.152737 51.27 53.85
59021J489 08/07/02 08/07/09 100.000 0.000
0.145947 0.149781 0.153716 0.157754 0.161898 54.35 57.24
59021J513 06/28/02 06/29/09 100.000 0.000
0.157495 0.161839 0.166303 0.170891 0.175605 57.50 60.71
59021J521 05/31/02 06/01/09 100.000 0.000
0.170740 0.175835 0.181081 0.186485 0.192049 62.69 66.49
59021J588 05/03/02 05/04/09 100.000 0.000
0.176013 0.181423 0.186998 0.192745 0.198669 64.96 69.02
59021J596 05/03/02 05/04/09 100.000 0.000
0.176013 0.181423 0.186998 0.192745 0.198669 64.96 69.02
59021J679 03/28/02 03/30/09 100.000 0.000
0.180327 0.186000 0.191851 0.197886 0.204111 66.99 71.27
59021J695 03/28/02 03/30/09 100.000 0.000
0.180327 0.186000 0.191851 0.197886 0.204111 66.99 71.27
59021J794 01/16/02 01/16/09 100.000 0.000
0.162892 0.167536 0.172312 0.177224 0.182277 61.03 64.56
59021J877 09/28/01 09/29/08 100.000 0.000
0.161706 0.166163 0.170743 0.175449 0.180285 59.85 63.19
59021J885 08/31/01 08/29/08 100.000 0.000
0.163201 0.168734 0.171616 0.178404 0.182442 61.63 65.40
59021JAA7 05/28/02 05/28/09 100.000 1.000
0.175526 0.180076 0.184767 0.189602 0.194587 64.31 67.71
Merrill Lynch & Co.,Inc. 59021W308 07/02/03 07/02/10 100.000 0.000
0.101255 0.103101 0.104980 18.12 37.45
59021W704 08/05/03 08/05/10 100.000 0.000
0.122185 0.124872 0.127618 17.84 45.26
59021W860 09/03/03 09/03/08 100.000 0.000
0.109247 0.111395 0.113586 12.89 40.23
MetLife Capital Trust I 59156R207 04/04/00 05/15/05* 99.520 VARIES
0.229579 30.76*
59156RAF5 04/04/00 05/15/05 99.520 VARIES
0.230230 0.230331 0.230207 0.230078 0.229943 82.90 82.84
-----------------------------
SECTION I-B
OID per

Issue Price Annual
(Percent of Stated


______________ _________ ________ _________ __________ ________

________ ________ ________ ________ ________ ________ ______ ______
Metromedia International
Group, Inc. 591695AE1 09/30/99 09/30/07 77.427 VARIES

0.275386 0.273248 0.272584 0.271888 0.272648 99.86 99.64
United Mexican States 593048BN0 03/30/01 12/30/19 89.000 8.125
4.19 0.007349 0.007693 0.008054 0.008432 0.008828 2.71 2.97
Microcell
Telecommunications 59501TAG1 06/20/96 06/01/06 43.193 VARIES

0.409306 0.410860 0.412533 0.414334 0.416271 147.73 148.95
59501TAL0 05/25/99 06/01/09 55.731 VARIES
0.279867 0.296659 0.314457 0.333323 0.333323 104.81 117.17
Millicom International
Cellular S.A. 600814AC1 06/03/96 06/01/06 52.075 VARIES
0.374999 0.374999 0.374998 0.374998 0.374998 135.00 135.00
Mirant Corporation 604675AA6 05/31/01 06/15/21 100.000 2.500
0.260429 0.268587 0.277093 0.285963 0.295212 95.49 101.64
Mississippi Home Corp. 60535JAD8 06/17/93 12/01/08 34.265 0.000
321.06 0.129235 0.133791 0.138508 0.143391 0.148446 47.62 51.04
60535JAH9 07/22/93 06/01/09 36.262 0.000

300.81 0.119128 0.122999 0.126997 0.131124 0.135385 43.82 46.71
Mississippi Home Corp. 60535MCB3 07/21/93 09/15/16 19.775 0.000

185.41 0.074269 0.076915 0.079655 0.082493 0.085431 27.78 29.80
J.P. Morgan & Co., Inc. 61688AAF5 02/26/97 04/15/27 10.165 0.000
56.80 0.033482 0.034777 0.036121 0.037517 0.038968 12.49 13.47
61688AAG3 04/24/97 04/24/27 8.845 0.000

51.64 0.031620 0.032924 0.034282 0.035696 0.037169 11.80 12.79
61688AAH1 05/21/97 05/15/27 9.170 0.000

51.73 0.032055 0.033358 0.034713 0.036124 0.037593 11.90 12.88
61688AAJ7 06/18/97 06/18/27 9.169 0.000

50.82 0.032070 0.033372 0.034728 0.036139 0.037607 11.81 12.79
61688AAK4 07/01/97 07/01/27 9.644 0.000

51.63 0.032700 0.034000 0.035351 0.036756 12.01 12.98
61688AAW8 06/30/98 06/30/28 12.693 0.000

46.10 0.033638 0.034816 0.036034 0.037295 0.038601 12.32 13.20
Morgan Stanley Dean
Witter & Co. 617446232 05/20/99 05/18/05 100.000 0.000

0.216669 0.223477 0.230498 0.237740 0.245209 79.82 84.92
617446DD8 12/30/98 12/30/05 86.996 0.000
0.166953 0.171586 0.176347 0.181241 0.186270 60.95 64.38
617446DJ5 05/19/99 05/30/06 98.259 0.000
0.209102 0.215563 0.222223 0.229089 0.236168 76.85 81.67
617446DM8 08/06/99 08/06/06 98.266 0.000
0.238111 0.246540 0.255267 0.264304 0.273660 89.73 96.19
617446DN6 08/17/99 08/17/05 88.745 0.000
0.220185 0.228133 0.236369 0.244902 0.253743 82.87 88.96
617446DP1 10/19/99 10/19/06 98.266 0.000
0.236896 0.245247 0.253892 0.262841 0.272106 88.01 94.32
617446DQ9 12/13/99 12/13/04 100.000 0.500
0.233811 0.241453 0.249361 0.257544 85.83 86.75
617446DZ9 07/19/00 07/30/07 100.000 0.250
0.229118 0.237095 0.245358 0.253918 0.262785 86.37 92.50
617446GC7 11/17/00 11/30/07 100.000 0.250
0.213842 0.219695 0.226956 0.234465 0.243560 79.54 84.97
617446GD5 11/17/00 11/30/07 100.000 0.250
0.213842 0.219695 0.226956 0.234465 0.243560 79.54 84.97
617446GF0 01/24/01 01/30/08 100.000 0.250
0.181729 0.186974 0.192377 0.197942 0.203674 67.97 71.96
617446GJ2 04/02/01 03/30/08 100.000 0.500
0.172974 0.177556 0.182271 0.187121 0.192111 63.94 67.39
617446GK9 04/03/01 04/15/08 100.000 0.250
0.174478 0.179317 0.184296 0.189419 0.194689 64.43 68.06
617446GN3 05/02/01 05/30/08 100.000 0.250
0.178227 0.183260 0.188442 0.193775 0.199265 65.38 69.13
617446GQ6 05/30/01 05/30/08 100.000 0.250
0.180951 0.186157 0.191520 0.197042 0.202730 66.41 70.29
617446GR4 08/21/01 12/30/08 100.000 1.250
0.164720 0.168355 0.172091 0.175932 0.179880 59.96 62.65
617446GT0 08/16/01 12/30/08 100.000 0.250
0.168198 0.172737 0.177403 0.182201 0.187133 61.38 64.74
617446GU7 09/27/01 12/30/08 100.000 0.250
0.148796 0.152375 0.156044 0.159806 0.163663 54.22 56.86
617446GV5 10/05/01 12/30/09 100.000 0.000
0.148909 0.152662 0.156510 0.160454 0.164498 54.29 57.06
617446GX1 11/08/01 12/30/08 100.000 0.000
0.131023 0.133960 0.136963 0.140033 0.143172 47.70 49.87
617446GY9 12/11/01 12/30/09 92.281 0.000
0.143630 0.147438 0.151347 0.155359 0.159478 52.40 55.22
617446HH5 08/05/02 12/15/09 100.000 1.000
0.160994 0.164790 0.168694 0.172709 0.176839 58.76 61.58
617446HP7 02/14/03 03/30/10 100.000 0.000
0.130248 0.131029 0.134100 0.137244 0.140462 41.78 49.42
617446HV4 03/12/03 03/31/08 100.000 0.000
0.099449 0.099093 0.100886 0.102712 0.105146 29.41 37.65
SECTION I-B
OID per

Issue Price Annual
(Percent of Stated


______________ _________ ________ _________ __________ ________

________ ________ ________ ________ ________ ________ ______ ______
Morgan Stanley 617446HX0 03/18/03 06/30/08 100.000 0.000

0.101150 0.102194 0.104054 0.105949 0.107878 28.82 37.80
617446HZ5 04/28/03 09/15/10 100.000 0.000
0.131882 0.134265 0.137452 0.140715 32.30 49.59
617446JB6 04/23/03 04/30/10 100.000 0.000
0.127636 0.127750 0.130685 0.133687 0.136759 31.86 47.96
617446JC4 04/25/03 04/30/08 100.000 0.000
0.107476 0.107534 0.109614 0.111735 0.113896 26.58 40.10
617446JE0 04/30/03 04/30/10 100.000 0.000
0.128975 0.131969 0.135032 0.138167 31.27 48.44
617446JF7 05/28/03 12/30/10 100.000 0.000
0.110132 0.110520 0.112711 0.114946 0.117224 23.53 40.98
617446JG5 05/06/03 05/15/10 100.000 0.250
0.114357 0.114468 0.116681 0.118940 0.121245 27.00 42.62
617446JH3 05/21/03 05/30/10 100.000 0.000
0.097559 0.097644 0.099359 0.101104 0.102879 21.53 36.19
617446JJ9 07/10/03 06/30/08 100.000 0.000
0.091839 0.093281 0.094824 0.096391 15.80 33.86
617446JL4 08/08/03 03/23/07 100.000 0.000
0.096286 0.096703 0.098379 0.100084 13.81 35.45
Morgan Stanley Dean
Witter & Co. 61744Y132 07/29/02 07/30/09 100.000 0.000

0.124821 0.127625 0.130493 0.133424 0.136421 46.30 48.40
61744Y140 03/27/03 06/15/10 100.000 0.000
0.132473 0.133842 0.137033 0.140301 0.143646 36.62 50.03
61744Y173 01/28/03 12/30/09 100.000 0.000
0.125819 0.128226 0.131130 0.134099 0.137136 42.34 47.75
61744Y181 12/17/02 03/30/09 100.000 0.000
0.125329 0.126947 0.129811 0.132739 0.135734 45.82 47.80
61744Y199 11/26/02 03/30/09 100.000 0.000
0.134786 0.137038 0.140363 0.143769 0.147257 49.44 51.77
61744Y231 10/28/02 12/30/08 100.000 0.000
0.141511 0.145085 0.148748 0.152505 0.156356 51.59 54.23
61744Y249 10/16/02 10/30/09 100.000 0.000
0.133286 0.136478 0.139746 0.143093 0.146520 48.95 51.32
61744Y264 09/26/02 06/30/09 100.000 0.000
0.134437 0.137650 0.140939 0.144307 0.147756 48.98 51.35
61744Y280 08/27/02 02/28/09 100.000 0.000
0.143878 0.145216 0.150633 0.152874 0.159453 53.59 56.63
61744Y322 06/26/02 12/30/08 100.000 0.000
0.134010 0.137167 0.140398 0.143705 0.147090 48.82 51.15
61744Y348 06/11/02 12/30/08 100.000 0.000
0.139701 0.143121 0.146625 0.150214 0.153892 50.91 53.44
61744Y363 05/10/02 08/30/08 100.000 0.000
0.141997 0.144814 0.148499 0.152278 0.157011 53.15 56.10
Morgan Stanley 61748A114 06/24/03 06/15/10 100.000 0.000
0.106095 0.108020 0.110083 0.112185 19.87 39.33
61748A122 08/22/03 08/30/09 100.000 0.000
0.127750 0.128595 0.130821 0.135333 16.58 47.51
61748A874 07/29/03 12/30/09 100.000 0.000
0.121764 0.124003 0.126721 0.129498 18.51 45.14
61748AAA4 09/24/03 12/30/10 100.000 0.000
0.139575 0.141445 0.144998 0.148641 13.54 51.57
Motorola, Inc. 620076208 10/31/01 11/16/07 100.000 VARIES
0.209009 0.210089 0.211210 0.212372 0.212543 75.54 76.30
620076AE9 09/07/89 09/07/09 30.656 0.000
367.27 0.109577 0.111024 0.115611 0.117785 0.123330 40.96 43.61
620076AJ8 09/27/93 09/27/13 63.923 0.000

147.19 0.048865 0.049414 0.049970 0.050532 0.051101 17.79 18.20
Mrs. Fields Holding

Company, Inc. 62472FAC9 08/24/98 12/01/05 50.853 VARIES
0.411598 0.411434 0.413681 0.416102 0.421013 150.27 152.08
Multnomah County, OR 625506HH6 12/08/99 06/01/13 36.019 0.000
94.15 0.096805 0.100542 0.104423 0.108453 0.112639 35.75 38.56
625506HJ2 12/08/99 06/01/14 33.298 0.000

87.28 0.089777 0.093251 0.096860 0.100609 0.104502 33.16 35.77
625506HK9 12/08/99 06/01/15 30.863 0.000

80.90 0.083212 0.086432 0.089777 0.093251 0.096860 30.73 33.16
625506HL7 12/08/99 06/01/16 28.606 0.000

74.98 0.077127 0.080111 0.083212 0.086432 0.089777 28.49 30.73
625506HN3 12/08/99 06/01/20 21.112 0.000

55.34 0.056922 0.059125 0.061413 0.063790 0.066259 21.02 22.68
625506HP8 12/08/99 06/01/21 19.568 0.000

51.29 0.052760 0.054801 0.056922 0.059125 0.061413 19.49 21.02
625506HQ6 12/08/99 06/01/22 18.137 0.000

47.54 0.048901 0.050794 0.052760 0.054801 0.056922 18.06 19.49
625506HR4 12/08/99 06/01/23 16.811 0.000

44.07 0.045326 0.047080 0.048902 0.050794 0.052760 16.74 18.06
625506HS2 12/08/99 06/01/24 15.582 0.000

40.84 0.042011 0.043637 0.045326 0.047080 0.048902 15.52 16.74
625506HT0 12/08/99 06/01/25 14.442 0.000

37.86 0.038939 0.040446 0.042011 0.043637 0.045325 14.38 15.52
625506HU7 12/08/99 06/01/26 13.386 0.000

35.09 0.036091 0.037488 0.038939 0.040446 0.042011 13.33 14.38
SECTION I-B
OID per

Issue Price Annual
(Percent of Stated


______________ _________ ________ _________ __________ ________

________ ________ ________ ________ ________ ________ ______ ______
Multnomah County, OR 625506HV5 12/08/99 06/01/27 12.407 0.000

32.52 0.033452 0.034746 0.036091 0.037488 0.038939 12.35 13.33
625506HW3 12/08/99 06/01/28 11.500 0.000

30.14 0.031006 0.032206 0.033452 0.034747 0.036091 11.45 12.35
625506HX1 12/08/99 06/01/29 10.659 0.000

27.94 0.028738 0.029851 0.031006 0.032206 0.033452 10.61 11.45
625506HY9 12/08/99 06/01/30 9.879 0.000

25.90 0.026636 0.027667 0.028738 0.029850 0.031005 9.84 10.61
Murray County Hospital
Authority 626897BW1 12/29/94 03/01/04 97.642 10.000

19.25 0.009664 0.010166 0.010695 3.69 .64
Muzak Holdings Finance 62844VAC5 03/18/99 03/15/10 53.328 VARIES

0.298944 0.318375 0.339069 0.361108 0.361108 115.37 128.37
NTL, Incorporated 629407AF4 03/13/98 04/01/08* 61.724 VARIES
0.258531 2.33*
629407AG2 03/13/98 04/01/08* 61.724 VARIES
0.258531 2.33*
NTL, Incorporated 62940MAA2 01/10/03 01/01/10 87.701 19.000
0.538023 0.594464 0.660108 0.733000 199.01 250.76
NTL, Incorporated 62940NAB8 11/06/98 10/01/08* 55.505 VARIES
0.304822 2.74*
62940NAL6 10/26/00 10/01/10* 97.872 11.875
0.333897 3.01*
62940NAM4 10/26/00 10/01/10* 97.872 11.875
0.333897 3.01*
Nabors Industries, Inc. 629568AC0 06/20/00 06/20/20* 60.841 0.000
39.48 0.044959 7.60*
629568AD8 06/20/00 06/20/20* 60.841 0.000

39.48 0.044959 7.60*
629568AE6 02/05/01 02/05/21 60.841 0.000

29.50 0.043856 0.044404 0.044959 0.045521 0.046090 16.05 16.45
629568AF3 02/05/01 02/05/21 60.841 0.000

29.50 0.043856 0.044404 0.044959 0.045521 0.046090 16.05 16.45
Network Associates, Inc. 640938AA4 02/13/98 02/13/18 39.106 0.000

100.78 0.063735 0.065249 0.066799 0.068385 0.070009 23.64 24.78
640938AB2 02/13/98 02/13/18 39.106 0.000

100.78 0.063735 0.065249 0.066799 0.068385 0.070009 23.64 24.78
Net Sat Servicos, LTDA. 64107RAA6 08/05/96 08/05/04 100.000 12.750

0.022145 0.023598 0.025147 0.026797 8.67 5.68
64107RAB4 08/05/96 08/05/04 100.000 12.750
0.022145 0.023598 0.025147 0.026797 8.67 5.68
64107RAC2 08/05/96 08/05/04 100.000 12.750
0.022145 0.023598 0.025147 0.026797 8.67 5.68
New Jersey Economic
Development Authority 64577RBE8 04/23/99 04/01/03 98.384 9.250

14.96 0.013343 1.20
New Jersey Economic
Development Authority 645913AF1 06/30/97 02/15/03 68.931 0.000

302.74 0.180681 7.95
645913AG9 06/30/97 02/15/04 64.086 0.000

286.65 0.171507 0.177363 0.183419 64.42 8.07
645913AH7 06/30/97 02/15/05 59.440 0.000

270.93 0.162521 0.168159 0.173993 0.180029 0.186275 61.08 65.39
645913AJ3 06/30/97 02/15/06 55.059 0.000

255.24 0.153476 0.158877 0.164469 0.170257 0.176249 57.72 61.85
645913AK0 06/30/97 02/15/07 51.069 0.000

239.34 0.144134 0.149253 0.154554 0.160044 0.165729 54.23 58.15
645913AL8 06/30/97 02/15/08 47.236 0.000

224.34 0.135354 0.140215 0.145252 0.150469 0.155874 50.95 54.67
645913AM6 06/30/97 02/15/09 43.647 0.000

209.87 0.126851 0.131455 0.136226 0.141170 0.146294 47.77 51.30
645913AN4 06/30/97 02/15/10 40.322 0.000

195.95 0.118620 0.122964 0.127467 0.132135 0.136974 44.69 48.02
645913AP9 06/30/97 02/15/11 37.204 0.000

182.72 0.110775 0.114868 0.119111 0.123512 0.128075 41.75 44.89
645913AQ7 06/30/97 02/15/12 34.381 0.000

170.08 0.103223 0.107060 0.111039 0.115167 0.119448 38.91 41.86
645913AR5 06/30/97 02/15/13 31.673 0.000

158.19 0.096145 0.099748 0.103486 0.107364 0.111387 36.26 39.03
645913AS3 06/30/97 02/15/14 29.262 0.000

146.97 0.089395 0.092761 0.096253 0.099876 0.103636 33.72 36.31
645913AT1 06/30/97 02/15/15 27.085 0.000

136.47 0.083047 0.086181 0.089434 0.092810 0.096313 31.33 33.74
645913AU8 06/30/97 02/15/16 25.082 0.000

126.68 0.077118 0.080035 0.083062 0.086203 0.089464 29.10 31.34
645913AV6 06/30/97 02/15/17 23.177 0.000

117.52 0.071585 0.074302 0.077121 0.080048 0.083086 27.01 29.10
645913AW4 06/30/97 02/15/18 21.450 0.000

109.02 0.066429 0.068955 0.071577 0.074298 0.077123 25.07 27.01
-----------------------------
SECTION I-B
OID per

Issue Price Annual
(Percent of Stated


______________ _________ ________ _________ __________ ________

________ ________ ________ ________ ________ ________ ______ ______
New Jersey Economic
Development Authority 645913AX2 06/30/97 02/15/19 19.886 0.000

101.15 0.061643 0.063989 0.066423 0.068950 0.071574 23.26 25.07
645913AY0 06/30/97 02/15/20 18.435 0.000

93.85 0.057197 0.059374 0.061635 0.063981 0.066417 21.59 23.26
645913AZ7 06/30/97 02/15/21 17.088 0.000

87.06 0.053066 0.055087 0.057186 0.059365 0.061626 20.03 21.58
645913BA1 06/30/97 02/15/22 15.838 0.000

80.75 0.049228 0.051105 0.053053 0.055076 0.057175 18.58 20.02
645913BB9 06/30/97 02/15/23 14.678 0.000

74.90 0.045664 0.047406 0.049214 0.051092 0.053041 17.24 18.58
645913BC7 06/30/97 02/15/24 13.601 0.000

69.46 0.042353 0.043970 0.045648 0.047391 0.049200 15.99 17.23
645913BD5 06/30/97 02/15/25 12.602 0.000

64.41 0.039278 0.040779 0.042336 0.043954 0.045633 14.83 15.98
645913BE3 06/30/97 02/15/26 11.676 0.000

59.72 0.036424 0.037816 0.039262 0.040763 0.042321 13.75 14.82
New Millennium Homes 647536AC5 04/11/03 12/31/07 86.094 0.000

0.076460 0.076999 0.078230 0.079480 0.080751 19.98 28.39
The City of New York 649652QZ0 05/27/93 05/15/04 43.345 0.000
467.36 0.192505 0.199983 0.207752 71.35 27.84
The City of New York 649653ME9 05/27/93 05/15/05 39.612 0.000

436.30 0.180611 0.187736 0.195142 0.202840 0.210842 66.97 72.36
649653MG4 05/27/93 05/15/06 35.938 0.000

407.07 0.169637 0.176464 0.183567 0.190955 0.198641 62.94 68.11
The City of New York 649654NK2 05/27/93 05/15/07 32.768 0.000

377.64 0.158026 0.164465 0.171167 0.178142 0.185401 58.65 63.53
649654NL0 05/27/93 05/15/08 29.863 0.000

349.52 0.146806 0.152854 0.159152 0.165709 0.172536 54.51 59.09
The City of New York 649655LL9 05/27/93 05/15/09 27.086 0.000

323.01 0.136286 0.141976 0.147904 0.154078 0.160511 50.62 54.94
649655LN5 05/27/93 05/15/10 24.595 0.000

297.80 0.126116 0.131438 0.136985 0.142766 0.148790 46.86 50.90
Nextel International 65332AAA7 03/12/98 04/15/08 54.915 VARIES

0.313994 0.331202 0.331197 0.331191 0.333005 119.10 121.36
65332AAB5 03/12/98 04/15/08 54.915 VARIES
0.313994 0.331202 0.331197 0.331191 0.333005 119.10 121.36
65332AAC3 03/12/98 04/15/08 54.915 VARIES
0.313994 0.331202 0.331197 0.331191 0.333005 119.10 121.36
Nextel Communications 65332VAH6 10/22/97 10/31/07* 61.996 VARIES
0.270769 0.270766 80.96*
65332VAJ2 09/17/97 09/15/07* 59.557 VARIES
0.295832 0.295832 75.14*
65332VAM5 02/11/98 02/15/08* 61.471 VARIES
0.263287 0.276385 0.276385 87.31*
Nextlink Communications 65333HAQ6 11/17/99 12/01/09 55.257 VARIES
0.263226 0.277657 0.294490 0.312343 0.333098 99.69 112.25
Nexstar Finance, Inc. 65334YAA3 03/16/01 04/01/08 96.012 12.000
7.12 0.012280 0.013070 0.013912 0.014808 0.015761 4.71 5.34
65334YAB1 03/16/01 04/01/08 96.012 12.000

7.12 0.012280 0.013070 0.013912 0.014808 0.015761 4.71 5.34
Nexstar Finance
Holdings, Inc. 65335BAD6 03/27/03 04/01/13 57.442 VARIES

0.181494 0.181724 0.192059 0.202982 0.214526 50.72 73.13
65335BAE4 03/27/03 04/01/13 57.442 VARIES
0.181494 0.181724 0.192059 0.202982 0.214526 50.72 73.13
65335BAF1 03/27/03 04/01/13 57.442 VARIES
0.181494 0.181724 0.192059 0.202982 0.214526 50.72 73.13
Niagara Mohawk Power 653522DK5 06/30/98 07/01/10* 65.682 VARIES
0.227021 0.236714 42.28*
NiSource, Inc. 65473P600 11/02/00 11/01/04 79.231 0.000
106.50 0.146108 0.150425 0.154870 0.159446 53.90 47.28
NorAm Energy Corporation 655419AC3 06/17/96 03/15/12 80.000 6.000
54.08 0.029490 0.030714 0.031989 0.033316 0.034698 11.10 12.04
NOVA Gas Transmission 66978QAD3 10/17/95 10/17/25 100.000 VARIES

0.025241 0.025027 0.024948 0.024867 0.024919 9.15 9.11
Novi, Michigan 670012ZJ5 10/11/95 10/01/07 95.988 6.500
20.20 0.009854 0.010199 0.010556 0.010926 0.011308 3.67 3.93
670012ZK2 10/11/95 10/01/08 93.268 6.250

30.02 0.014671 0.015189 0.015724 0.016278 0.016852 5.47 5.86
670012ZL0 10/11/95 10/01/09 90.349 6.000

38.32 0.018755 0.019420 0.020110 0.020824 0.021563 6.99 7.50
O'Sullivan Industries 67104RAA2 11/30/99 10/15/09 94.546 13.375

9.93 0.011029 0.011824 0.012677 0.013592 0.014572 4.24 4.87
67104RAB0 11/30/99 10/15/09 94.546 13.375

9.93 0.011029 0.011824 0.012677 0.013592 0.014572 4.24 4.87
67104RAC8 11/30/99 10/15/09 94.546 13.375

9.93 0.011029 0.011824 0.012677 0.013592 0.014572 4.24 4.87
67104RAD6 11/30/99 10/15/09 94.546 13.375

9.93 0.011029 0.011824 0.012677 0.013592 0.014572 4.24 4.87
-----------------------------
SECTION I-B
OID per

Issue Price Annual
(Percent of Stated


______________ _________ ________ _________ __________ ________

________ ________ ________ ________ ________ ________ ______ ______
Lee and DeKalb Counties 676865AA6 06/05/03 12/01/04 101.858 0.000
0.063963 0.064669 0.065400 13.20 21.47
676865AB4 06/05/03 12/01/05 102.155 VARIES
0.073021 0.073940 0.074891 0.072130 15.07 26.74
676865AC2 06/05/03 12/01/06 101.805 VARIES
0.086992 0.088300 0.089658 0.086393 17.96 31.98
Omnicom Group, Inc. 681919AH9 02/07/01 02/07/31 100.000 VARIES
0.205824 0.212731 0.219869 0.227247 0.234873 77.36 82.64
681919AJ5 02/07/01 02/07/31 100.000 0.000
0.205890 0.212801 0.219944 0.227326 0.234956 77.39 82.67
681919AK2 02/07/01 02/07/31 100.000 VARIES
0.205824 0.212731 0.219869 0.227247 0.234873 77.36 82.64
681919AL0 03/06/02 07/31/32 102.250 VARIES
0.191038 0.200704 0.204039 0.213185 0.217925 73.48 78.48
681919AM8 03/06/02 07/31/32 102.250 VARIES
0.191038 0.200704 0.204039 0.213185 0.217925 73.48 78.48
681919AN6 06/10/03 06/15/33 100.000 VARIES
0.127781 0.127863 0.130804 0.133813 0.136890 25.75 47.73
681919AP1 06/10/03 06/15/33 100.000 VARIES
0.127781 0.127863 0.130804 0.133813 0.136890 25.75 47.73
Oneok, Inc. 682680202 01/28/03 02/16/08 100.000 VARIES
0.136235 0.136297 0.136915 0.137547 0.138196 45.47 49.58
682680400 01/28/03 02/16/08 100.000 VARIES
0.136235 0.136297 0.136915 0.137547 0.138196 45.47 49.58
OnePoint Communications 68272TAF1 11/17/98 06/01/08* 94.101 14.500
15.82 0.014510 2.19*
Onyx Acceptance Corp. 682914AA4 04/17/00 06/15/06 96.000 12.500

13.74 0.017171 0.018328 0.019563 0.020881 0.022288 6.43 7.32
Orange County, CA 68428LAV6 06/12/96 09/01/11 29.734 0.000

204.04 0.110226 0.114706 0.119369 0.124220 0.129269 41.58 45.03
68428LAW4 06/12/96 09/01/12 27.201 0.000

188.40 0.101946 0.106120 0.110465 0.114988 0.119696 38.47 41.69
68428LAX2 06/12/96 09/01/13 25.020 0.000

173.83 0.094115 0.097978 0.101999 0.106186 0.110544 35.52 38.50
68428LAY0 06/12/96 09/01/10 32.377 0.000

220.80 0.119147 0.123965 0.128979 0.134195 0.139623 44.94 48.65
68428LAZ7 06/12/96 09/01/14 23.005 0.000

160.33 0.086851 0.090425 0.094145 0.098019 0.102052 32.78 35.54
68428LBA1 06/12/96 09/01/15 21.183 0.000

147.86 0.080119 0.083420 0.086857 0.090435 0.094160 30.25 32.79
68428LBB9 06/12/96 09/01/16 19.464 0.000

136.28 0.073885 0.076936 0.080114 0.083422 0.086867 27.90 30.25
68428LBT0 03/03/97 09/01/11 34.929 0.000

183.95 0.106833 0.110780 0.114874 0.119118 0.123520 40.14 43.16
68428LBU7 04/01/97 09/01/12 30.602 0.000

170.03 0.100899 0.104849 0.108953 0.113218 0.117650 38.00 41.03
68428LBV5 04/01/97 09/01/13 28.339 0.000
157.46 0.093440 0.097098 0.100899 0.104849 0.108954 35.19 38.00
68428LBW3 01/17/97 09/01/14 26.499 0.000

150.21 0.086358 0.089674 0.093117 0.096692 0.100405 32.50 35.04
68428LBX1 04/01/97 09/01/15 24.175 0.000

134.95 0.080141 0.083291 0.086564 0.089965 0.093501 30.19 32.61
68428LBY9 01/17/97 09/01/16 22.492 0.000

128.92 0.074249 0.077126 0.080115 0.083219 0.086443 27.95 30.16
68428LBZ6 01/17/97 09/01/17 20.762 0.000

119.38 0.068792 0.071464 0.074240 0.077124 0.080121 25.90 27.95
68428LCA0 01/17/97 09/01/18 19.198 0.000

110.56 0.063727 0.066206 0.068781 0.071456 0.074236 23.99 25.90
68428LCB8 01/17/97 09/01/19 17.826 0.000

102.50 0.059065 0.061359 0.063743 0.066219 0.068792 22.24 24.00
68428LCC6 01/17/97 09/01/20 16.480 0.000

94.91 0.054705 0.056833 0.059044 0.061341 0.063727 20.60 22.23
68428LCD4 01/17/97 09/01/21 15.306 0.000

88.01 0.050713 0.052684 0.054730 0.056856 0.059065 19.09 20.61
68428LCE2 03/31/97 09/01/05 54.381 0.000

280.87 0.164705 0.170771 0.177061 0.183583 0.190345 61.87 66.51
68428LCF9 01/17/97 09/01/06 50.677 0.000

265.19 0.150544 0.155955 0.161561 0.167368 0.173384 56.49 60.63
68428LCG7 01/17/97 09/01/07 46.931 0.000

248.06 0.141042 0.146154 0.151452 0.156941 0.162629 52.94 56.85
68428LCH5 01/17/97 09/01/08 43.315 0.000

232.00 0.132184 0.137028 0.142049 0.147255 0.152651 49.64 53.35
68428LCJ1 01/17/97 09/01/09 39.915 0.000

216.63 0.123679 0.128261 0.133012 0.137940 0.143050 46.47 49.98
68428LCK8 01/17/97 09/01/10 36.871 0.000

201.75 0.115331 0.119633 0.124094 0.128723 0.133523 43.35 46.64
Oregon Community College 68583RAA0 04/23/03 06/30/04 98.234 0.000

0.041126 0.041245 0.041556 10.22 7.44
68583RAB8 04/23/03 06/30/05 95.669 0.000
0.054074 0.054286 0.054838 0.055396 0.055960 13.45 19.84
68583RAC6 04/23/03 06/30/06 91.623 0.000
0.070344 0.070712 0.071689 0.072680 0.073684 17.51 25.99
-----------------------------

SECTION I-B
OID per

Issue Price Annual
(Percent of Stated


______________ _________ ________ _________ __________ ________

________ ________ ________ ________ ________ ________ ______ ______
Oregon Community College 68583RAD4 04/23/03 06/30/07 87.036 0.000

0.080840 0.081344 0.082704 0.084087 0.085493 20.14 30.03
68583RAE2 04/23/03 06/30/08 82.583 0.000
0.085406 0.086007 0.087608 0.089239 0.090900 21.29 31.84
68583RAF9 04/23/03 06/30/09 77.449 0.000
0.089771 0.090477 0.092365 0.094292 0.096260 22.39 33.60
68583RAG7 04/23/03 06/30/10 72.765 0.000
0.090402 0.091159 0.093197 0.095282 0.097413 22.56 33.93
68583RAH5 04/23/03 06/30/11 68.075 0.000
0.089859 0.090664 0.092818 0.095024 0.097282 22.43 33.82
68583RAJ1 04/23/03 06/30/12 63.740 0.000
0.087856 0.088673 0.090874 0.093128 0.095439 21.94 33.12
68583RAK8 04/23/03 06/30/13 59.557 0.000
0.085229 0.086053 0.088270 0.090544 0.092876 21.29 32.19
68583RAL6 04/23/03 06/30/14 55.504 0.000
0.082204 0.083024 0.085237 0.087510 0.089843 20.54 31.10
68583RAM4 04/23/03 06/30/15 51.363 0.000
0.079068 0.079886 0.082099 0.084374 0.086712 19.76 29.97
68583RAN2 04/23/03 06/30/16 47.583 0.000
0.075494 0.076297 0.078476 0.080718 0.083023 18.87 28.66
68583RAP7 04/23/03 06/30/17 44.239 0.000
0.071660 0.072442 0.074554 0.076728 0.078965 17.92 27.24
68583RAQ5 04/23/03 06/30/18 40.975 0.000
0.067853 0.068608 0.070653 0.072759 0.074928 16.97 25.82
68583RAR3 04/23/03 06/30/19 37.976 0.000
0.064043 0.064771 0.066737 0.068763 0.070850 16.02 24.39
68583RAS1 04/23/03 06/30/20 35.297 0.000
0.060310 0.061004 0.062880 0.064814 0.066808 15.08 22.99
68583RAT9 04/23/03 06/30/21 32.815 0.000
0.056706 0.057366 0.059150 0.060990 0.062887 14.18 21.63
68583RAU6 04/23/03 06/30/22 30.636 0.000
0.053284 0.053905 0.055592 0.057333 0.059128 13.33 20.33
68583RAV4 04/23/03 06/30/23 28.748 0.000
0.050077 0.050664 0.052253 0.053892 0.055581 12.53 19.11
Oregon School Boards
Association 686053AB5 10/31/02 06/30/04 96.641 0.000

3.37 0.055486 0.056058 0.056635 20.08 10.14
686053AC3 10/31/02 06/30/05 93.073 0.000

4.27 0.070364 0.071318 0.072284 0.073263 0.074255 25.50 26.20
686053AD1 10/31/02 06/30/06 89.333 0.000

4.69 0.077308 0.078506 0.079723 0.080958 0.082213 28.05 28.92
686053AE9 10/31/02 06/30/07 85.050 0.000

5.04 0.083158 0.084613 0.086093 0.087600 0.089132 30.20 31.27
686053AF6 10/31/02 06/30/08 80.119 0.000

5.36 0.088472 0.090219 0.092001 0.093817 0.095670 32.17 33.45
686053AG4 10/31/02 06/30/09 75.501 0.000

5.45 0.089963 0.091879 0.093836 0.095834 0.097875 32.74 34.14
686053AH2 10/31/02 06/30/10 70.827 0.000

5.46 0.090183 0.092234 0.094332 0.096478 0.098672 32.84 34.35
686053AJ8 10/31/02 06/30/11 66.180 0.000

5.40 0.089308 0.091460 0.093664 0.095921 0.098233 32.54 34.13
686053AK5 10/31/02 06/30/12 62.040 0.000

5.26 0.086872 0.089044 0.091269 0.093551 0.095889 31.67 33.27
686053AL3 10/31/02 06/30/13 57.955 0.000

5.09 0.084100 0.086278 0.088512 0.090804 0.093156 30.67 32.28
686053AM1 10/31/02 06/30/14 53.950 0.000

4.90 0.081034 0.083206 0.085435 0.087725 0.090076 29.57 31.17
686053AN9 10/31/02 06/30/15 50.233 0.000

4.69 0.077582 0.079719 0.081915 0.084171 0.086490 28.32 29.90
686053AP4 10/31/02 06/30/16 46.574 0.000

4.47 0.074040 0.076138 0.078297 0.080516 0.082798 27.04 28.59
686053AQ2 10/31/02 06/30/17 43.110 0.000

4.25 0.070363 0.072410 0.074517 0.076685 0.078916 25.70 27.22
686053AR0 10/31/02 06/30/18 40.030 0.000

4.02 0.066584 0.068558 0.070591 0.072683 0.074838 24.33 25.79
686053AS8 10/31/02 06/30/19 37.212 0.000

3.80 0.062845 0.064737 0.066685 0.068692 0.070760 22.97 24.37
686053AT6 10/31/02 06/30/20 34.591 0.000

3.58 0.059204 0.061009 0.062870 0.064787 0.066763 21.64 22.98
686053BT5 04/21/03 06/30/04 98.234 0.000

0.040931 0.041055 0.041363 10.26 7.40
686053BU2 04/21/03 06/30/05 95.669 0.000
0.053935 0.054153 0.054703 0.055258 0.055819 13.52 19.79
686053BV0 04/21/03 06/30/06 91.623 0.000
0.070218 0.070598 0.071572 0.072559 0.073560 17.62 25.95
686053BW8 04/21/03 06/30/07 87.036 0.000
0.080729 0.081249 0.082606 0.083985 0.085387 20.28 29.99
686053BX6 04/21/03 06/30/08 82.583 0.000
0.085312 0.085931 0.087529 0.089156 0.090814 21.44 31.81
686053BY4 04/21/03 06/30/09 77.449 0.000
0.089695 0.090415 0.092300 0.094224 0.096189 22.56 33.58
686053BZ1 04/21/03 06/30/10 72.765 0.000
0.090334 0.091109 0.093145 0.095227 0.097355 22.73 33.91
686053CA5 04/21/03 06/30/11 68.075 0.000
0.089800 0.090624 0.092776 0.094979 0.097235 22.60 33.80
SECTION I-B
OID per

Issue Price Annual
(Percent of Stated


______________ _________ ________ _________ __________ ________

________ ________ ________ ________ ________ ________ ______ ______
Oregon School Boards
Association 686053CB3 04/21/03 06/30/12 63.740 0.000

0.087804 0.088643 0.090841 0.093093 0.095402 22.10 33.11
686053CC1 04/21/03 06/30/13 59.557 0.000
0.085184 0.086029 0.088244 0.090516 0.092847 21.45 32.18
686053CD9 04/21/03 06/30/14 55.504 0.000
0.082162 0.083006 0.085218 0.087488 0.089820 20.70 31.09
686053CE7 04/21/03 06/30/15 51.363 0.000
0.079032 0.079873 0.082085 0.084359 0.086695 19.91 29.96
686053CF4 04/21/03 06/30/16 47.583 0.000
0.075457 0.076288 0.078466 0.080706 0.083010 19.02 28.66
686053CG2 04/21/03 06/30/17 44.239 0.000
0.071635 0.072436 0.074547 0.076720 0.078956 18.06 27.23
686053CH0 04/21/03 06/30/18 40.975 0.000
0.067828 0.068604 0.070649 0.072754 0.074921 17.10 25.82
686053CJ6 04/21/03 06/30/19 37.976 0.000
0.064020 0.064770 0.066735 0.068760 0.070847 16.14 24.39
686053CK3 04/21/03 06/30/20 35.297 0.000
0.060291 0.061004 0.062880 0.064813 0.066806 15.20 22.99
686053CL1 04/21/03 06/30/21 32.815 0.000
0.056689 0.057367 0.059151 0.060990 0.062887 14.30 21.63
686053CM9 04/21/03 06/30/22 30.636 0.000
0.053267 0.053907 0.055594 0.057334 0.059129 13.43 20.33
686053CN7 04/21/03 06/30/23 28.748 0.000
0.050063 0.050667 0.052256 0.053894 0.055583 12.63 19.11
Orion Network Sys, Inc. 68628KAD6 01/31/97 01/15/07 53.923 VARIES
0.350354 0.350552 0.350764 0.350989 0.351228 126.23 126.39
PF.NET Communications 69333SAA9 05/10/00 05/15/10 76.400 13.750
28.05 0.037954 0.041584 0.045560 0.049918 0.054692 14.67 17.61
69333SAB7 05/10/00 05/15/10 76.400 13.750

28.05 0.037954 0.041584 0.045560 0.049918 0.054692 14.67 17.61
69333SAC5 05/10/00 05/15/10 76.400 13.750

28.05 0.037954 0.041584 0.045560 0.049918 0.054692 14.67 17.61
PMA Capital Corporation 693419AA1 10/21/02 09/30/22 100.000 VARIES

0.207463 0.209343 0.212863 0.216516 0.221517 76.57 79.38
PPL Capital Funding 69352FAA3 05/09/01 05/18/06 100.543 VARIES
0.207726 0.204573 0.207065 0.205065 0.207955 75.21 75.46
Park n' View, Inc. 700592AB4 05/27/98 05/15/08 93.800 13.000
18.65 0.015435 0.016529 0.017701 0.018956 0.020300 5.86 6.72
Paterson, City of 7031302A1 04/11/03 04/01/15 51.501 0.000

0.080396 0.082531 0.084850 0.087235 21.10 30.55
7031302B9 04/11/03 04/01/16 47.811 0.000
0.076627 0.078717 0.080988 0.083325 20.11 29.16
7031302C7 04/11/03 04/01/17 44.317 0.000
0.072750 0.074783 0.076993 0.079268 19.10 27.72
703130Y81 04/11/03 04/01/05 95.571 0.000
0.061323 0.061994 0.062710 0.063434 16.00 22.58
703130Y99 04/11/03 04/01/06 91.771 0.000
0.074178 0.075201 0.076295 0.077405 19.38 27.47
703130Z23 04/11/03 04/01/07 87.261 0.000
0.083863 0.085235 0.086709 0.088209 21.93 31.22
703130Z31 04/11/03 04/01/08 82.728 0.000
0.088465 0.090077 0.091811 0.093578 23.15 33.05
703130Z49 04/11/03 04/01/09 77.835 0.000
0.091667 0.093505 0.095487 0.097511 24.00 34.38
703130Z56 04/11/03 04/01/10 72.826 0.000
0.093050 0.095075 0.097262 0.099499 24.38 35.02
703130Z64 04/11/03 04/01/11 68.193 0.000
0.092057 0.094172 0.096461 0.098805 24.13 34.73
703130Z72 04/11/03 04/01/12 63.812 0.000
0.089866 0.092018 0.094351 0.096743 23.56 33.97
703130Z80 04/11/03 04/01/13 59.701 0.000
0.086893 0.089046 0.091379 0.093773 22.79 32.90
703130Z98 04/11/03 04/01/14 55.492 0.000
0.083852 0.086008 0.088348 0.090751 22.00 31.81
Penton Media, Inc. 709668AA5 06/28/01 06/15/11 97.749 10.375
2.10 0.004261 0.004491 0.004732 0.004986 0.005254 1.58 1.76
709668AB3 06/28/01 06/15/11 97.749 10.375

2.10 0.004261 0.004491 0.004732 0.004986 0.005254 1.58 1.76
Petracom Holdings, Inc. 716428AB3 08/01/95 02/01/03 58.730 VARIES

0.498876 14.97
Petro Stopping Centers
Holdings, LP 71646DAE2 07/23/99 08/01/08 36.636 VARIES

0.326566 0.357091 0.390470 0.426968 0.466878 132.64 158.60
Philadelphia Authority 71781LAP4 02/03/99 04/15/24 19.046 0.000
55.97 0.045153 0.046663 0.048224 0.049837 0.051504 16.76 17.90
71781LAQ2 02/03/99 04/15/12 43.760 0.000

121.53 0.097457 0.100556 0.103753 0.107052 0.110456 36.12 38.45
71781LAR0 02/03/99 04/15/13 40.766 0.000

114.40 0.091845 0.094793 0.097835 0.100976 0.104216 34.05 36.27
71781LAS8 02/03/99 04/15/14 37.933 0.000

107.56 0.086448 0.089248 0.092140 0.095125 0.098206 32.06 34.17
71781LAT6 02/03/99 04/15/15 35.256 0.000

101.00 0.081266 0.083923 0.086667 0.089501 0.092427 30.14 32.15
SECTION I-B
OID per

Issue Price Annual
(Percent of Stated


______________ _________ ________ _________ __________ ________

________ ________ ________ ________ ________ ________ ______ ______
Philadelphia Authority 71781LAU3 02/03/99 04/15/16 32.784 0.000

94.72 0.076284 0.078798 0.081394 0.084076 0.086846 28.30 30.20
71781LAV1 02/03/99 04/15/17 30.618 0.000

88.77 0.071512 0.073875 0.076316 0.078838 0.081444 26.53 28.32
71781LAW9 02/03/99 04/15/18 28.637 0.000
83.16 0.067010 0.069228 0.071519 0.073886 0.076332 24.87 26.54
71781LAX7 02/03/99 04/15/19 26.727 0.000

77.88 0.062774 0.064858 0.067011 0.069236 0.071534 23.30 24.87
71781LAY5 02/03/99 04/15/20 24.985 0.000

72.93 0.058794 0.060749 0.062769 0.064855 0.067012 21.82 23.29
71781LAZ2 02/03/99 04/15/21 23.403 0.000

68.31 0.055071 0.056902 0.058794 0.060749 0.062769 20.44 21.82
71781LBA6 02/03/99 04/15/22 21.872 0.000

63.95 0.051564 0.053281 0.055055 0.056889 0.058783 19.14 20.43
71781LBB4 02/03/99 04/15/23 20.437 0.000

59.85 0.048271 0.049881 0.051544 0.053263 0.055039 17.92 19.13
71781LBC2 02/03/99 04/15/25 17.878 0.000

52.45 0.042306 0.043719 0.045179 0.046688 0.048248 15.70 16.77
71781LBD0 02/03/99 04/15/26 16.697 0.000

49.06 0.039585 0.040909 0.042277 0.043692 0.045153 14.69 15.69
The Phoenix
Companies, Inc. 71902E406 12/20/02 02/16/08 100.000 VARIES

0.205845 0.206104 0.206948 0.207823 0.208731 74.30 74.90
71902E505 12/20/02 02/16/08 100.000 VARIES
0.205840 0.206099 0.206943 0.207817 0.208725 74.30 74.90
Pindo Deli Finance
Mauritius Limited 722299AD6 10/01/97 10/01/27 92.750 10.875

0.005604 0.005936 0.006287 0.006660 0.007054 2.14 2.40
722299AH7 10/01/97 10/01/27 92.750 10.875
0.005604 0.005936 0.006287 0.006660 0.007054 2.14 2.40
Pittsburgh, PA 7252085R9 03/14/97 03/01/03 71.474 0.000
0.194538 11.67
7252085S7 03/14/97 09/01/03 69.124 0.000
0.188141 0.194537 46.31
7252085T5 03/14/97 03/01/04 66.403 0.000
0.184361 0.190721 0.197300 69.07 11.84
7252085U2 03/14/97 09/01/04 64.188 0.000
0.178217 0.184365 0.190725 0.197304 66.77 46.96
7252085V0 03/14/97 03/01/05 61.808 0.000
0.173317 0.179340 0.185572 0.192020 0.198693 64.95 69.54
7252085W8 03/14/97 09/01/05 59.733 0.000
0.167495 0.173315 0.179337 0.185569 0.192017 62.77 67.20
7252085X6 03/14/97 03/01/06 57.478 0.000
0.162757 0.168454 0.174349 0.180451 0.186766 61.01 65.35
7252085Y4 03/14/97 09/01/06 55.533 0.000
0.157258 0.162762 0.168459 0.174355 0.180457 58.95 63.15
7252085Z1 03/14/97 03/01/07 53.656 0.000
0.151938 0.157256 0.162759 0.168456 0.174351 56.95 61.01
7252086B3 03/14/97 03/01/24 47.086 VARIES
0.143963 0.149289 0.154813 0.160541 0.166481 54.09 58.16
Pope & Talbot, Inc. 732827AC4 07/30/02 06/01/13 86.415 8.375
2.96 0.020184 0.021244 0.022359 0.023534 0.024770 7.52 8.33
732827AD2 07/30/02 06/01/13 86.415 8.375
2.96 0.020184 0.021244 0.022359 0.023534 0.024770 7.52 8.33
Portland General
Electric Company 736508854 10/10/95 12/31/35 100.000 8.250

0.229167 0.229167 0.229167 0.229167 0.229167 82.50 82.50
Premier Parks, Inc. 740540AE9 04/01/98 04/01/08* 61.391 VARIES
0.264551 0.277779 36.31*
Presidio Independent
School District 741020DW8 05/14/98 02/15/12 38.054 0.000

146.41 0.101891 0.105533 0.109305 0.113213 0.117259 38.34 41.13
741020DX6 05/14/98 02/15/13 35.472 0.000

136.48 0.094980 0.098376 0.101892 0.105534 0.109306 35.74 38.35
741020DY4 05/14/98 02/15/14 33.066 0.000

127.23 0.088538 0.091702 0.094980 0.098375 0.101892 33.32 35.74
741020DZ1 05/14/98 02/15/15 30.822 0.000

118.59 0.082532 0.085482 0.088538 0.091703 0.094981 31.06 33.32
741020EA5 05/14/98 02/15/16 28.486 0.000

110.49 0.076969 0.079739 0.082610 0.085583 0.088664 28.97 31.10
741020EB3 05/14/98 02/15/17 26.541 0.000

102.95 0.071713 0.074294 0.076969 0.079739 0.082610 27.00 28.97
741020EC1 05/14/98 02/15/18 24.728 0.000

95.92 0.066816 0.069221 0.071713 0.074294 0.076969 25.15 27.00
741020ED9 05/14/98 02/15/19 22.810 0.000

89.19 0.062189 0.064443 0.066779 0.069199 0.071707 23.42 25.15
741020EE7 05/14/98 02/15/20 21.242 0.000

83.06 0.057914 0.060013 0.062189 0.064443 0.066779 21.81 23.42
-----------------------------
SECTION I-B
OID per

Issue Price Annual
(Percent of Stated


______________ _________ ________ _________ __________ ________

________ ________ ________ ________ ________ ________ ______ ______
Presidio Independent
School District 741020EF4 05/14/98 02/15/21 19.782 0.000

77.35 0.053933 0.055888 0.057914 0.060013 0.062189 20.31 21.81
741020EG2 05/14/98 02/15/22 18.422 0.000

72.03 0.050226 0.052047 0.053933 0.055888 0.057914 18.91 20.31
Pride International Inc. 741932AB3 04/24/98 04/24/18 39.106 0.000

96.26 0.063735 0.065249 0.066799 0.068385 0.070009 23.42 24.55
741932AE7 01/16/01 01/16/21 60.841 0.000

30.34 0.043856 0.044404 0.044959 0.045521 0.046090 16.07 16.47
Proassurance Corporation 74267CAA4 07/07/03 06/30/23 97.250 VARIES

0.236371 0.241786 0.247625 0.253719 41.37 88.11
Providian Financial
Corporation 74406AAB8 02/15/01 02/15/21 45.289 0.000

34.98 0.053401 0.054469 0.055559 0.056670 0.057803 19.71 20.51
74406AAC6 05/27/03 05/15/08 100.000 4.000

0.305500 0.315476 0.326714 0.338570 65.84 116.66
Providian Corporation 74406QAM9 05/08/95 06/02/25 62.648 5.000
29.94 0.014873 0.015501 0.016155 0.016836 0.017547 5.50 5.98
Prudential Financial 744320201 12/18/01 11/15/06 100.000 VARIES

0.171635 0.172332 0.173051 0.173792 61.98 54.47
Pueblo Xtra
International, Inc. 745053AC2 07/25/97 08/01/03 90.479 9.500

82.90 0.055789 0.059067 12.31
QBE Funding Trust II 747271AA2 09/10/02 04/15/22 55.100 0.000

5.22 0.047044 0.047764 0.048496 0.049239 0.049994 17.18 17.71
QBE Funding Trust 74729CAA6 04/15/02 04/15/22 59.358 0.000

11.12 0.043850 0.044425 0.045008 0.045599 0.046198 15.98 16.40
Quest Diagnostics, Inc. 74834LAF7 11/26/01 11/30/21 99.000 VARIES

0.200583 0.204794 0.210287 0.215972 0.223075 74.29 78.41
RCN Corporation 749361AD3 10/17/97 10/15/07 58.232 VARIES
0.305629 0.303959 0.303958 0.303958 0.305628 111.12 111.38
749361AG6 02/06/98 02/15/08 61.832 VARIES
0.253862 0.270715 0.266301 0.269227 0.266300 97.44 98.00
749361AH4 06/24/98 07/01/08 58.421 VARIES
0.288020 0.298906 0.302190 0.298905 107.13 110.00
RSL Communications, PLC 74972EAH1 11/09/98 11/01/08 94.489 12.000
15.04 0.013065 0.013914 0.014818 0.015782 0.016808 4.96 5.63
Radio Unica Corporation 750408AC0 07/27/98 08/01/06 63.256 VARIES

0.326380 0.326379 0.326379 0.326378 0.326377 117.50 117.50
Raytheon Company 755111606 05/09/01 05/15/06 100.000 VARIES
0.208634 0.209163 0.209713 0.210283 0.209596 75.25 75.59
Reeves, Inc. 758603AA2 01/15/98 11/15/04 100.000 VARIES
0.361112 0.361112 0.361112 0.361112 120.30 110.44
Reliant Energy, Inc. 75952J207 09/21/99 09/15/29 100.000 2.000
0.344634 0.358826 0.373714 0.389333 0.405718 129.71 140.74
Restaurant Company 761253AB9 05/18/98 05/15/08 57.907 6.500
0.180556 0.180556 0.180556 0.180556 0.180556 65.00 65.00
Richardson Electronics 763165AC1 02/14/97 06/15/06 95.000 8.250
26.58 0.016395 0.017137 0.017913 0.018724 0.019571 6.06 6.62
Roche Holdings, Inc. 771196AC6 04/20/95 04/20/10* 35.628 0.000

248.85 0.116062 12.65*
771196AE2 05/06/97 05/06/12 39.011 0.000

166.17 0.097558 0.100668 0.103877 0.107188 0.110604 36.03 38.36
771196AG7 01/19/00 01/19/15 66.386 0.000

55.71 0.054294 0.055041 0.055798 0.056565 0.057343 19.92 20.48
771196AH5 01/19/00 01/19/15 66.386 0.000

55.71 0.054294 0.055041 0.055798 0.056565 0.057343 19.92 20.48
771196AJ1 01/19/00 01/19/15 66.386 0.000

55.71 0.054294 0.055041 0.055798 0.056565 0.057343 19.92 20.48
Rockwell ISD, TX 774285UQ1 07/02/98 08/15/03 73.483 0.000

228.50 0.159768 0.164648 36.67
774285UV0 07/02/98 08/15/08 52.654 0.000

173.77 0.122287 0.126224 0.130288 0.134483 0.138813 45.82 48.82
Rogers Communications,
Inc. 775109AE1 11/26/93 11/26/05 67.814 2.000

222.94 0.087876 0.090402 0.093001 0.095675 0.098426 32.27 34.15
SF Holdings Group, Inc. 784141AA1 03/12/98 03/15/08 52.163 VARIES

0.337613 0.359781 0.360149 0.360542 0.360961 127.92 129.81
784141AB9 03/12/98 03/15/08 52.163 VARIES
0.337613 0.359781 0.360149 0.360542 0.360961 127.92 129.81
784141AC7 03/12/98 03/15/08 52.163 VARIES
0.337613 0.359781 0.360149 0.360542 0.360961 127.92 129.81
784141AD5 03/12/98 03/15/08 52.163 VARIES
0.337613 0.359781 0.360149 0.360542 0.360961 127.92 129.81
784141AE3 03/12/98 03/15/08 52.163 VARIES
0.337613 0.359781 0.360149 0.360542 0.360961 127.92 129.81
784141AF0 03/12/98 03/15/08 52.163 VARIES
0.337613 0.359781 0.360149 0.360542 0.360961 127.92 129.81
-----------------------------
SECTION I-B
OID per

Issue Price Annual
(Percent of Stated


______________ _________ ________ _________ __________ ________

________ ________ ________ ________ ________ ________ ______ ______
SG Holdings, Inc. 784186AA6 10/15/99 03/30/05 100.000 0.000

0.223057 0.226719 0.236835 0.242053 0.254250 83.37 89.26
784186AB4 12/20/99 06/20/05 100.000 0.000
0.222482 0.228629 0.236236 0.244096 0.253603 82.50 88.11
784186AP3 01/31/01 01/31/06 100.000 0.000
0.173751 0.181809 0.184088 0.191567 0.195039 66.47 70.42
784186AQ1 02/28/01 02/28/06 100.000 0.000
0.167250 0.169109 0.175733 0.178668 0.186693 62.43 66.21
784186AR9 02/28/01 02/28/06 100.000 0.000
0.167250 0.169109 0.175733 0.178668 0.186693 62.43 66.21
784186AS7 03/30/01 03/31/06 100.000 0.000
0.163315 0.166874 0.171447 0.176145 0.181967 61.02 64.59
784186AT5 03/30/01 03/31/06 100.000 0.000
0.163315 0.166874 0.171447 0.176145 0.181967 61.02 64.59
784186AU2 04/30/01 04/28/06 100.000 0.000
0.158299 0.161627 0.165931 0.170351 0.175849 58.88 62.18
784186AV0 04/30/01 04/28/06 100.000 0.000
0.158299 0.161627 0.165931 0.170351 0.175849 58.88 62.18
784186AW8 05/31/01 05/31/06 100.000 0.000
0.164364 0.167973 0.172604 0.177363 0.183254 60.92 64.38
784186AX6 05/31/01 05/31/06 100.000 0.000
0.164364 0.167973 0.172604 0.177363 0.183254 60.92 64.38
784186AY4 06/29/01 06/30/06 100.000 0.000
0.165635 0.167435 0.173951 0.176813 0.184708 60.80 64.20
784186AZ1 06/29/01 06/30/06 100.000 0.000
0.165635 0.167435 0.173951 0.176813 0.184708 60.80 64.20
784186BA5 07/31/01 07/31/06 100.000 0.000
0.163957 0.171428 0.173442 0.180348 0.183475 62.66 66.28
784186BB3 08/31/01 08/31/06 100.000 0.000
0.156325 0.157903 0.163922 0.166491 0.173792 58.28 61.68
784186BC1 08/31/01 08/31/07 100.000 0.000
0.156380 0.157960 0.163983 0.166555 0.173860 58.30 61.71
784186BD9 11/02/01 11/02/06 100.000 0.000
0.128267 0.128979 0.133293 0.134774 0.140052 47.25 49.46
784186BE7 11/02/01 11/02/06 100.000 0.000
0.128267 0.128979 0.133293 0.134774 0.140052 47.25 49.46
784186BF4 01/31/02 01/31/07 100.000 0.000
0.138948 0.144774 0.145966 0.151251 0.153339 52.85 55.52
784186BG2 03/15/02 03/15/07 100.000 0.000
0.134567 0.135523 0.140272 0.142048 0.147838 49.91 52.48
SG Structured Products 78422XBL6 10/31/02 10/31/08 100.000 0.000
0.099145 0.100914 0.102715 0.104548 0.106414 36.23 37.53
78422XBU6 02/28/03 02/29/08 100.000 1.250
0.126808 0.129630 0.131059 0.134756 38.51 47.54
SJG Capital Trust 78427Q202 05/02/97 04/30/37* 100.000 8.350
0.231944 0.231944 0.231944 70.51*
St. Mary Land &
Exploration Company 792228AA6 03/12/02 03/15/22 100.000 VARIES

0.283730 0.289929 0.296438 0.303273 0.310449 104.61 109.43
792228AB4 03/12/02 03/15/22 100.000 VARIES
0.283730 0.289929 0.296438 0.303273 0.310449 104.61 109.43
792228AC2 03/12/02 03/15/22 100.000 VARIES
0.283730 0.289929 0.296438 0.303273 0.310449 104.61 109.43
Salomon Smith Barney
Holdings, Inc. 79548GBA4 02/28/03 02/28/18 41.198 0.000

0.068661 0.071115 0.072841 0.075869 20.96 26.49
Salomon Smith Barney
Holdings, Inc. 79549B818 07/31/98 08/01/05 100.000 0.000

0.212444 0.222593 0.225684 0.235166 0.239748 81.40 86.48
79549B826 03/04/98 09/06/05 100.000 0.000
0.226603 0.233624 0.240862 0.248325 0.256019 84.48 89.80
79549B834 10/03/97 10/03/03 100.000 0.000
0.243011 0.250773 67.50
Salomon, Inc. 79549GZN9 03/01/96 03/01/16 47.900 VARIES
0.160969 0.167003 0.173264 0.179759 0.186498 60.51 65.13
79549GZS8 04/04/96 04/04/16 44.500 VARIES
0.172885 0.180028 0.187466 0.195211 0.203276 64.79 70.26
San Luis Obispo County 798703AQ7 07/02/03 09/01/18 45.439 0.000
0.066510 0.067087 0.068854 0.070668 11.97 24.90
798703AR5 07/02/03 09/01/19 42.462 0.000
0.063333 0.063891 0.065607 0.067368 11.40 23.73
798703AS3 07/02/03 09/01/20 39.603 0.000
0.060170 0.060709 0.062370 0.064075 10.84 22.56
798703AT1 07/02/03 09/01/21 37.061 0.000
0.057024 0.057546 0.059140 0.060778 10.27 21.39
798703AU8 07/02/03 09/01/22 34.700 0.000
0.053973 0.054469 0.055994 0.057562 9.72 20.25
798703AV6 07/02/03 09/01/23 32.578 0.000
0.051031 0.051508 0.052960 0.054454 9.19 19.16
-----------------------------
SECTION I-B
OID per

Issue Price Annual
(Percent of Stated


______________ _________ ________ _________ __________ ________

________ ________ ________ ________ ________ ________ ______ ______
San Luis Obispo County 798703AW4 07/02/03 09/01/24 30.563 0.000

0.048217 0.048668 0.050050 0.051471 8.68 18.11
798703AX2 07/02/03 09/01/25 28.774 0.000
0.045555 0.045982 0.047292 0.048640 8.21 17.11
798703AY0 07/02/03 09/01/26 27.018 0.000
0.043000 0.043406 0.044649 0.045928 7.75 16.15
798703AZ7 07/02/03 09/01/27 25.534 0.000
0.040638 0.041022 0.042197 0.043406 7.32 15.27
798703BA1 07/02/03 09/01/28 24.132 0.000
0.038407 0.038769 0.039879 0.041022 6.92 14.43
798703BB9 07/02/03 09/01/29 22.806 0.000
0.036296 0.036639 0.037689 0.038768 6.54 13.63
798703BC7 07/02/03 09/01/30 21.553 0.000
0.034302 0.034626 0.035618 0.036639 6.18 12.89
Seagram Company Ltd. 811850205 06/21/99 06/21/04 100.000 VARIES
0.218689 0.218317 0.217930 78.65 37.05
Security Pacific
Corporation 81482EAB2 04/23/91 05/01/03 85.000 8.375

142.92 0.059012 7.08
Selective Insurance
Group, Inc. 816300AA5 09/24/02 09/24/32 38.012 1.615

0.069705 0.070525 0.071372 0.072247 0.073151 25.40 26.02
816300AB3 09/24/02 09/24/32 38.012 1.615
0.069705 0.070525 0.071372 0.072247 0.073151 25.40 26.02
Shelby,Christian & Macon
Counties, IL 821510AH7 04/01/03 12/01/04 102.505 0.000

0.068371 0.068644 0.069468 0.070302 18.54 23.07
821510AJ3 04/01/03 12/01/05 103.693 VARIES
0.078132 0.078485 0.079549 0.080628 0.076447 21.20 28.74
821510AK0 04/01/03 12/01/06 103.939 VARIES
0.091398 0.091880 0.093335 0.094812 0.089937 24.82 33.76
821510AL8 04/01/03 12/01/07 104.240 VARIES
0.106122 0.106770 0.108726 0.110719 0.104773 28.85 39.38
821510AM6 04/01/03 12/01/08 104.513 VARIES
0.115153 0.115914 0.118213 0.120558 0.113951 31.32 42.85
821510AN4 04/01/03 12/01/09 104.283 VARIES
0.126466 0.127387 0.130167 0.133009 0.125503 34.42 47.23
Shoney's, Inc. 825039AC4 04/11/89 04/11/04 28.689 0.000
612.63 0.206106 0.213692 0.222774 77.98 22.50
Silicon Graphics, Inc. 827056AB8 11/02/93 11/02/13 43.977 0.000

201.02 0.073370 0.074892 0.076446 0.078033 0.079652 26.87 28.00
Sinclair Broadcast
Group, Inc. 829226AS8 05/20/03 07/15/18 100.000 VARIES

0.256891 0.258608 0.264304 0.270264 57.06 96.06
829226AU3 05/20/03 07/15/18 100.000 VARIES
0.256891 0.258608 0.264304 0.270264 57.06 96.06
Solectron Corporation 834182AK3 05/08/00 05/08/20 57.912 0.000
43.43 0.047364 0.048015 0.048675 0.049345 0.050023 17.24 17.71
Southern California
Edison Company 842400764 05/25/95 06/30/44 100.000 8.375

0.232639 0.232639 0.232639 0.232639 0.232639 83.75 83.75
Southland Corporation 844436AR6 06/15/91 12/15/03* 96.508 5.000
31.36 0.010207 0.010482 1.95*
Sovereign Bancorp, Inc. 845905306 11/15/99 01/15/30 65.000 7.500

0.005110 0.005410 0.005728 0.006065 0.006421 2.00 2.24
Sovereign Bancorp, Inc. 84603L207 11/15/99 01/15/30 65.000 7.500
0.004999 0.005381 0.005604 0.005998 0.006281 2.00 2.24
Sprint Capital Corp. 852060AK8 08/10/01 08/17/06 100.000 VARIES
0.178934 0.182428 0.179991 0.182530 0.180523 66.09 66.41
Steel Heddle Group, Inc. 858123AB8 05/26/98 06/01/09 51.337 VARIES
0.357370 0.381938 0.381937 0.381937 0.381936 133.81 137.50
Highland Community
College Dist. No.519 859103BD4 04/15/03 01/01/05 101.643 0.000

0.068996 0.069352 0.070199 0.071057 17.73 25.43
STMicroelectronics N.V. 861012AB8 09/22/99 09/22/09 78.484 0.000
64.83 0.057146 0.057843 0.058548 0.059261 0.059983 20.84 21.35
861012AC6 11/16/00 11/16/10 68.968 0.000

56.68 0.077383 0.078834 0.080312 0.081818 0.083352 28.25 29.32
Sunsource, Inc. 867948AA9 09/30/97 09/30/27 110.000 11.600

0.319854 0.319729 0.319598 0.319461 0.319316 115.10 115.00
Superior Trust I 86836P202 04/01/99 03/30/14 75.000 8.500
28.59 0.026179 0.027771 0.029460 0.031252 0.033153 10.01 11.26
TVN Entertainment Corp. 87307RAB3 07/29/98 08/01/08 92.930 14.000
0.023728 0.023376 0.022836 0.022088 0.021103 8.34 7.83
87307RAD9 07/29/98 08/01/08 92.930 14.000
0.023728 0.023376 0.022836 0.022088 0.021103 8.34 7.83
-----------------------------
SECTION I-B
OID per

Issue Price Annual
(Percent of Stated


______________ _________ ________ _________ __________ ________

________ ________ ________ ________ ________ ________ ______ ______
Teck Corporation 878742AB1 07/13/94 07/15/06 80.941 3.750

119.81 0.049339 0.050819 0.052344 0.053914 0.055532 18.53 19.66
Telemundo Group, Inc. 87943MAF5 02/26/96 02/15/06 91.270 VARIES

0.097200 0.097199 0.097197 0.097196 0.097195 34.99 34.99
Telemundo Holdings, Inc. 87944FAA0 08/12/98 08/15/08 57.120 VARIES
0.285648 0.302072 0.319441 0.319441 0.319441 110.39 115.00
87944FAB8 08/12/98 08/15/08 57.120 VARIES
0.285648 0.302072 0.319441 0.319441 0.319441 110.39 115.00
87944FAC6 08/10/01 08/15/08 79.837 VARIES
0.285641 0.302065 0.319432 0.319432 0.319431 110.38 115.00
87944FAD4 08/10/01 08/15/08 79.837 VARIES
0.285641 0.302065 0.319432 0.319432 0.319431 110.38 115.00
Telesystem International
Wireless, Inc. 879946AC5 06/27/97 06/30/07 52.595 VARIES

0.368049 0.368049 0.368049 0.368048 0.368048 132.50 132.50
879946AE1 10/29/97 11/01/07 59.915 VARIES
0.291662 0.291662 0.291662 0.291662 0.291661 105.00 105.00
879946AG6 09/19/01 12/30/03* 100.000 VARIES
0.383196 0.382804 83.14*
879946AH4 09/19/01
12/30/03* 100.000 VARIES
0.383196 0.382804 83.14*
Terex Corporation 880779AJ2 03/09/99 04/01/08 94.802 8.875
16.62 0.014428 0.015132 0.015870 0.016644 0.017455 5.45 6.00
880779AK9 03/09/99 04/01/08 94.802 8.875

16.62 0.014428 0.015132 0.015870 0.016644 0.017455 5.45 6.00
Textron, Inc. 883198202 02/09/96 03/31/45* 100.000 7.920

0.217582 0.216393 42.74*
Thermadyne Holdings 883435AD1 05/22/98 06/01/08* 54.374 VARIES
0.326785 48.36*
Thermwood Corporation 883672AC1 04/27/99 04/27/14 45.454 12.000
19.07 0.022536 0.025593 0.029065 0.033008 0.037486 9.08 11.71
3M Company 88579YAA9 11/21/02 11/21/32 86.087 VARIES

0.108650 0.111118 0.113643 0.116224 0.118865 39.76 41.58
88579YAB7 11/21/02 11/21/32 86.087 VARIES
0.108650 0.111118 0.113643 0.116224 0.118865 39.76 41.58
88579YAC5 11/21/02 11/21/32 86.087 VARIES
0.108650 0.111118 0.113643 0.116224 0.118865 39.76 41.58
Thrifty Payless, Inc. 885873AB5 04/20/94 04/15/04 89.333 12.250
83.50 0.046017 0.049304 0.052827 17.68 5.49
Time Warner Inc. 887315AZ2 01/17/96 01/15/36 17.038 VARIES

0.072863 0.076069 0.079416 0.082911 0.086559 27.90 30.40
Toys R Us, Inc. 892335209 05/28/02 08/16/07 96.460 VARIES
0.215094 0.216765 0.218502 0.220310 0.222189 78.19 79.48
892335AJ9 05/28/02 08/16/07 96.460 VARIES
0.215094 0.216765 0.218502 0.220310 0.222189 78.19 79.48
TransAmerican Waste
Industries, Inc. 89351VAA7 07/29/94 07/29/03 81.790 10.000

162.98 0.086820 0.092708 19.12
89351VAB5 07/29/94 07/29/03 81.790 10.000

162.98 0.086820 0.092708 19.12
TransCanada Capital 893525204 07/23/96 07/24/45* 100.000 8.750

0.243056 0.243056 44.24*
TransOcean SedcoForex 893830AA7 05/24/00 05/24/20 57.912 0.000
42.68 0.047364 0.048015 0.048675 0.049345 0.050023 17.22 17.69
Travelers P&C Capital I 893931204 04/30/96 04/30/36* 100.000 8.080

0.224444 22.00*
TransWestern Holdings 894024AC2 11/12/97 11/15/08* 56.116 VARIES
0.328037 4.59*
TravelCenters of America 894172AD7 11/14/00 05/01/09 92.822 12.750
11.12 0.016882 0.018083 0.019370 0.020749 0.022226 6.44 7.39
894172AE5 11/14/00 05/01/09 92.822 12.750

11.12 0.016882 0.018083 0.019370 0.020749 0.022226 6.44 7.39
894172AF2 11/14/00 05/01/09 92.822 12.750

11.12 0.016882 0.018083 0.019370 0.020749 0.022226 6.44 7.39
894172AG0 11/14/00 05/01/09 92.822 12.750

11.12 0.016882 0.018083 0.019370 0.020749 0.022226 6.44 7.39
Travelers P&C Capital II 89420B209 05/15/96 05/15/36* 100.000 8.000

0.222222 21.78*
Trenton, City of 895130H96 03/13/03 04/01/06 91.538 0.000
0.074196 0.074348 0.075433 0.076534 0.077652 21.51 27.55
895130J29 03/13/03 04/01/07 87.375 0.000
0.081501 0.081686 0.083059 0.084454 0.085873 23.65 30.41
895130J37 03/13/03 04/01/08 82.851 0.000
0.086487 0.086693 0.088323 0.089983 0.091675 25.11 32.40
895130J45 03/13/03 04/01/09 78.228 0.000
0.089049 0.089269 0.091099 0.092966 0.094872 25.87 33.47
895130J52 03/13/03 04/01/10 73.222 0.000
0.090876 0.091117 0.093153 0.095235 0.097363 26.42 34.29
895130J60 03/13/03 04/01/11 69.016 0.000
0.089299 0.089541 0.091627 0.093762 0.095946 25.97 33.76
-----------------------------
SECTION I-B
OID per

Issue Price Annual
(Percent of Stated


______________ _________ ________ _________ __________ ________

________ ________ ________ ________ ________ ________ ______ ______
Trenton, City of 895130J78 03/13/03 04/01/12 64.697 0.000

0.087484 0.087729 0.089865 0.092053 0.094294 25.45 33.14
895130J86 03/13/03 04/01/13 60.578 0.000
0.084943 0.085190 0.087341 0.089546 0.091807 24.72 32.24
895130J94 03/13/03 04/01/14 56.464 0.000
0.082155 0.082398 0.084556 0.086772 0.089045 23.92 31.24
895130K27 03/13/03 04/01/15 52.558 0.000
0.078953 0.079194 0.081336 0.083536 0.085795 23.00 30.08
895130K35 03/13/03 04/01/22 31.423 0.000
0.053838 0.054020 0.055687 0.057405 0.059175 15.70 20.67
Tri-Union Development 895728AA1 06/18/01 06/01/06 88.800 12.500
0.068941 0.055799 0.060525 0.051417 0.055772 22.20 20.01
895728AB9 06/18/01 06/01/06 88.800 12.500
0.068941 0.055799 0.060525 0.051417 0.055772 22.20 20.01
895728AC7 06/18/01 06/01/06 88.800 12.500
0.068941 0.055799 0.060525 0.051417 0.055772 22.20 20.01
Tritel PCS, Inc. 89675QAB5 05/11/99 05/15/09 53.828 VARIES
0.294227 0.312983 0.332935 0.354159 0.354158 111.08 124.65
Trump Atlantic City
Funding II 89816NAC0 12/10/97 05/01/06 96.073 11.250

19.03 0.013951 0.014788 0.015676 0.016617 0.017614 5.28 5.93
Trump Atlantic City
Funding III 89816PAB7 12/10/97 05/01/06 94.200 11.250

27.90 0.020624 0.021901 0.023257 0.024696 0.026225 7.81 8.81
Trump Casino Holdings 89816RAA5 03/25/03 03/15/10 94.832 11.625

0.013376 0.014182 0.015088 0.016051 3.78 5.47
89816RAB3 03/25/03 03/15/10 94.832 11.625
0.013376 0.014182 0.015088 0.016051 3.78 5.47
89816RAC1 03/25/03 09/15/10 100.000 11.625
0.166667 0.171389 0.176531 0.181827 46.50 63.73
89816RAD9 03/25/03 09/15/10 100.000 11.625
0.166667 0.171389 0.176531 0.181827 46.50 63.73
89816RAE7 03/25/03 03/15/10 94.832 11.625
0.013376 0.014182 0.015088 0.016051 3.78 5.47
89816RAF4 03/25/03 09/15/10 100.000 11.625
0.166667 0.171389 0.176531 0.181827 46.50 63.73
Trump's Castle Funding 898178AE8 12/28/93 11/15/03* 96.000 11.750
34.28 0.017600 1.97*
898178AF5 12/28/93 11/15/05* 84.000 VARIES

0.404882 45.35*
TV Azteca, S.A. de C.V. 901145AA0 03/27/01 02/15/04 98.518 10.125
8.53 0.014503 0.015282 0.016102 5.58 .71
901145AB8 03/27/01 02/15/07 96.915 10.500

7.28 0.012409 0.013105 0.013841 0.014618 0.015439 4.79 5.34
901145AC6 03/27/01 02/15/04 98.518 10.125

8.53 0.014503 0.015282 0.016102 5.58 .71
901145AD4 03/27/01 02/15/07 96.915 10.500

7.28 0.012409 0.013105 0.013841 0.014618 0.015439 4.79 5.34
901145AE2 03/27/01 02/15/04 98.518 10.125

8.53 0.014503 0.015282 0.016102 5.58 .71
901145AF9 03/27/01 02/15/07 96.915 10.500

7.28 0.012409 0.013105 0.013841 0.014618 0.015439 4.79 5.34
UIH Australia/Pacific,
Inc. 902745AC2 05/14/96 05/15/06 50.816 VARIES

0.392368 0.392613 0.392875 0.393155 0.393455 141.32 141.51
902745AE8 09/23/9705/15/06* 66.500 VARIES
0.370382 40.00*
USF&G Corporation 903290AD6 03/03/94 03/03/09 51.298 0.000
246.88 0.093602 0.095708 0.097862 0.100064 0.102315 34.58 36.15
United International
Holdings, Inc. 910734AE2 02/05/98 02/15/08 59.069 VARIES

0.283368 0.298598 0.298597 0.298596 0.298595 106.82 107.49
United Rentals, Inc. 911365AC8 12/24/02 04/15/08 97.045 10.750
.08 0.011636 0.012049 0.012742 0.013475 0.014251 4.35 4.83
911365AD6 12/24/02 04/15/08 97.045 10.750
.08 0.011636 0.012049 0.012742 0.013475 0.014251 4.35 4.83
911365AE4 12/24/02 04/15/08 97.045 10.750
.08 0.011636 0.012049 0.012742 0.013475 0.014251 4.35 4.83
U S Cellular Corporation 911684AA6 06/13/95 06/15/15 30.646 0.000
172.42 0.079601 0.081989 0.084448 0.086982 0.089591 29.16 30.94
United Technologies Corp 913017AR0 11/13/89 11/15/19 98.974 8.875

1.72 0.000616 0.000633 0.000669 0.000691 0.000734 .23 .25
University of North
Carolina Chapel Hill 914713KR2 08/14/91 02/15/10 19.000 0.000

337.78 0.130073 0.136043 0.142288 0.148819 0.155650 49.56 54.22
914713KS0 08/14/91 02/15/11 17.000 0.000

308.18 0.119277 0.124821 0.130622 0.136693 0.143046 45.48 49.81
-----------------------------
SECTION I-B
OID per

Issue Price Annual
(Percent of Stated


______________ _________ ________ _________ __________ ________

________ ________ ________ ________ ________ ________ ______ ______
University of North
Carolina Chapel Hill 914713KT8 08/14/91 02/15/12 16.000 0.000

282.56 0.108622 0.113586 0.118777 0.124206 0.129883 41.38 45.25
914713KU5 08/14/91 02/15/13 14.000 0.000

256.40 0.099500 0.104154 0.109027 0.114127 0.119465 37.95 41.59
914713KV3 08/14/91 02/15/14 13.000 0.000

234.87 0.090824 0.095036 0.099444 0.104055 0.108881 34.63 37.91
914713KW1 08/14/91 02/15/15 12.000 0.000

215.08 0.082997 0.086826 0.090832 0.095023 0.099407 31.63 34.62
Upshur County, WV 916734AC0 12/30/93 04/01/05 96.024 8.250

28.48 0.012630 0.013187 0.013768 0.014375 0.015009 4.75 5.18
916734AD8 12/30/93 04/01/10 96.023 8.750

14.96 0.006737 0.007047 0.007373 0.007713 0.008069 2.54 2.78
Uruguay, Republic 917288AK8 03/20/02 03/25/09 87.661 7.875

9.85 0.036242 0.038125 0.040107 0.042192 0.044385 13.76 15.22
917288AL6 05/29/03 11/18/08 85.000 7.875

0.056570 0.059667 0.063146 0.066827 12.13 22.41
917288AM4 05/29/03 07/02/09 68.000 2.145
0.112355 0.113294 0.118451 0.123842 23.99 43.60
917288AN2 05/29/03 01/02/10 68.000 2.036
0.103415 0.104228 0.108642 0.113242 22.07 39.93
917288AT9 05/29/03 03/25/14 76.000 7.875
0.031850 0.033069 0.035032 0.037111 6.87 12.65
917288AU6 05/29/03 05/04/14 73.000 7.250
0.035608 0.037400 0.039585 0.041898 7.65 14.11
917288AV4 05/29/03 06/22/15 76.000 8.750
0.024790 0.024994 0.026579 0.028266 0.030059 5.31 9.90
917288AX0 05/29/03 01/20/17 73.000 7.625
0.023752 0.024144 0.025546 0.027030 5.10 9.41
917288AY8 05/29/03 02/15/11 76.500 7.250
0.053740 0.055103 0.058410 0.061917 11.58 21.36
917288AZ5 05/29/03 03/15/15 71.500 7.500
0.031945 0.033084 0.035085 0.037207 6.89 12.71
917288BA9 05/29/03 01/15/33 100.000 7.875
0.103729 0.103729 0.109149 0.113750 21.99 39.98
Vail Resorts, Inc. 91879QAD1 11/21/01 05/15/09 95.404 8.750
4.97 0.013203 0.013839 0.014505 0.015203 0.015934 4.93 5.41
91879QAE9 11/21/01 05/15/09 95.404 8.750

4.97 0.013203 0.013839 0.014505 0.015203 0.015934 4.93 5.41
91879QAF6 11/21/01 05/15/09 95.404 8.750

4.97 0.013203 0.013839 0.014505 0.015203 0.015934 4.93 5.41
Valhi, Inc. 918905AC4 10/20/92 10/20/07 25.759 0.000

390.29 0.163489 0.171050 0.178961 0.187238 0.195898 61.32 67.12
Verizon Global Funding
Corporation 92343VAA2 05/15/01 05/15/21 55.126 0.000

0.127039 0.129637 0.135958 0.139505 0.147117 47.27 50.94
Veritas Capital Trust 92343W300 12/22/97 01/01/28 100.000 10.000
0.277778 0.277778 0.277778 0.277778 100.00 100.00
Verizon Global Funding
Corporation 92344GAN6 05/15/01 05/15/21 55.126 0.000

0.127039 0.129637 0.135958 0.139505 0.147117 47.27 50.94
92344GAP1 05/15/01 05/15/21 55.126 0.000
0.127039 0.129637 0.135958 0.139505 0.147117 47.27 50.94
VoiceStream Wireless 928615AD5 11/09/99 11/15/09 56.061 VARIES
0.261895 0.277444 0.293917 0.311367 0.329854 98.55 110.60
VoiceStream Wireless 92861LAD0 11/09/99 11/15/09 56.061 VARIES
0.261895 0.277444 0.293917 0.311367 0.329854 98.55 110.60
WCI Communities, Inc. 92923CAJ3 08/05/03 08/05/23 100.000 VARIES
0.247303 0.253366 0.259698 36.11 91.93
92923CAK0 08/05/03 08/05/23 100.000 VARIES
0.247303 0.253366 0.259698 36.11 91.93
WMX Technologies, Inc. 92929QAC1 05/09/94 04/30/04 100.000 VARIES
0.032731 0.032118 0.031483 11.60 3.75
Watson Pharmaceuticals 942683AB9 03/07/03 03/15/23 100.000 VARIES
0.180378 0.180571 0.184922 0.189348 0.193918 53.55 68.32
WebMD Corporation 94769MAA3 04/01/02 04/01/07 97.000 3.250
4.14 0.015549 0.015853 0.016164 0.016480 0.016803 5.71 5.93
94769MAD7 06/25/03 06/15/23 97.250 VARIES

0.216144 0.222474 0.229430 0.236664 40.30 81.57
94769MAE5 06/25/03 06/15/23 97.250 VARIES
0.216144 0.222474 0.229430 0.236664 40.30 81.57
Weimer Independent
School District 948679DA0 12/16/97 08/15/03 70.182 0.000

260.13 0.165658 0.170916 38.05
948679DB8 12/16/97 08/15/04 65.505 0.000

247.20 0.157770 0.162856 0.168107 0.173527 59.12 38.63
948679DC6 12/16/97 08/15/05 61.021 0.000

234.41 0.149932 0.154841 0.159911 0.165147 0.170554 56.22 59.96
948679DD4 12/16/97 08/15/06 56.735 0.000

221.79 0.142170 0.146896 0.151780 0.156825 0.162038 53.34 56.94
948679DE2 12/16/97 08/15/07 52.647 0.000

209.40 0.134523 0.139062 0.143755 0.148606 0.153620 50.50 53.97
SECTION I-B
OID per

Issue Price Annual
(Percent of Stated


______________ _________ ________ _________ __________ ________

________ ________ ________ ________ ________ ________ ______ ______
Weirton Steel Corp. 948774AH7 06/18/02 04/01/08 78.200 VARIES

0.204366 0.214371 0.224865 0.235874 0.247421 77.21 84.96
Wells Fargo & Company 949746ET4 12/19/02 01/04/08 100.000 0.000
0.098703 0.098849 0.100606 0.102393 0.104212 35.90 37.18
949746EU1 12/23/02 01/04/08 100.000 0.000
0.098708 0.098815 0.100571 0.102358 0.104177 35.88 37.17
949746EV9 03/05/03 04/15/09 100.000 0.000
0.104969 0.105410 0.107401 0.109431 0.111498 31.34 39.34
949746FB2 05/05/03 05/05/10 100.000 0.000
0.107028 0.109090 0.111191 0.113333 25.37 39.89
949746FG1 08/29/03 08/25/09 100.000 0.000
0.084527 0.085785 0.087090 10.31 30.98
Western Digital Corp. 958102AF2 02/18/98 02/18/18* 35.471 0.000
101.85 0.063894 0.066659 6.93*
958102AG0 02/18/98 02/18/18* 35.471 0.000

101.85 0.063894 0.066659 6.93*
958102AH8 02/18/98 02/18/18* 35.471 0.000

101.85 0.063894 0.066659 6.93*
Western Resources, Inc.
Capital II 958905200 07/31/96 09/30/36* 100.000 8.500

0.233517 0.232240 61.43*
Western Resources, Inc. 959423203 12/14/95 12/11/25 100.000 7.875
0.218750 0.218750 0.218750 0.218750 0.218750 78.75 78.75
White Settlement ISD 964559JB5 03/20/97 02/15/06 54.197 0.000
264.83 0.152815 0.158163 0.163698 0.169427 0.175356 57.46 61.55
964559JC3 03/20/97 02/15/07 50.112 0.000

249.05 0.144067 0.149181 0.154476 0.159959 0.165637 54.20 58.12
964559JP4 03/20/97 02/15/03 67.773 0.000

314.35 0.180040 7.92
964559JQ2 03/20/97 02/15/04 63.028 0.000

297.53 0.170834 0.176641 0.182646 64.15 8.04
964559JR0 03/20/97 02/15/05 58.502 0.000
281.01 0.161749 0.167328 0.173100 0.179072 0.185249 60.78 65.04
Whole Foods Market, Inc. 966837AC0 03/02/98 03/02/18 37.243 0.000

100.37 0.064599 0.066214 0.067870 0.069566 0.071306 23.94 25.15
Will County, IL School
District 122 968852FG3 11/19/97 11/01/16 23.888 0.000

112.81 0.074269 0.077128 0.080098 0.083181 0.086384 27.60 29.77
968852FH1 11/19/97 11/01/17 22.150 0.000

104.61 0.068864 0.071516 0.074269 0.077128 0.080097 25.59 27.60
Williams Companies, Inc. 969457886 01/14/02 02/16/07 100.000 VARIES

0.196137 0.196627 0.197134 0.197659 0.198203 70.83 71.21
Winstar Communications 975515AY3 04/10/00 04/15/10 48.990 VARIES
0.287058 0.308228 0.330958 0.355365 0.381572 110.49 127.38
975515AZ0 04/10/00 04/15/10 48.990 VARIES
0.287058 0.308228 0.330958 0.355365 0.381572 110.49 127.38
Wynn Las Vegas, LLC 983130AA3 10/30/02 11/01/10 92.793 12.000
.89 0.014655 0.015645 0.016701 0.017828 0.019031 5.58 6.35
XM Satellite Radio, Inc. 98375YAG1 01/28/03 12/31/09 67.310 VARIES
0.261856 0.277340 0.296761 0.317541 0.339777 90.02 110.62
Yahoo, Inc. 984332AA4 04/09/03 04/01/08 96.550 0.000
0.018945 0.019013 0.019081 0.019148 4.97 6.87
984332AB2 04/09/03 04/01/08 96.550 0.000
0.018945 0.019013 0.019081 0.019148 4.97 6.87
York County, PA 986812LW3 12/28/95 02/01/11 35.767 0.000
218.95 0.107876 0.111614 0.115481 0.119482 0.123622 40.65 43.51
986812LX1 12/28/95 02/01/12 33.049 0.000

204.86 0.101139 0.104679 0.108343 0.112134 0.116059 38.13 40.84
986812LY9 12/28/95 02/01/13 30.649 0.000

191.32 0.094570 0.097898 0.101344 0.104911 0.108604 35.66 38.21
986812LZ6 12/28/95 02/01/14 28.302 0.000

178.54 0.088409 0.091547 0.094797 0.098162 0.101647 33.35 35.76
986812MA0 12/28/95 02/01/15 26.297 0.000

166.48 0.082485 0.085421 0.088462 0.091611 0.094872 31.12 33.37
986812MB8 12/28/95 02/01/16 24.378 0.000

155.14 0.076934 0.079684 0.082533 0.085483 0.088539 29.03 31.14
986812MC6 12/28/95 02/01/17 22.586 0.000

144.49 0.071714 0.074289 0.076955 0.079718 0.082580 27.07 29.04
986812MD4 12/28/95 02/01/18 20.780 0.000

134.32 0.066786 0.069204 0.071709 0.074304 0.076994 25.22 27.08
986812ME2 12/28/95 02/01/19 19.353 0.000

125.10 0.062201 0.064453 0.066786 0.069204 0.071709 23.49 25.22
986812MF9 12/28/95 02/01/20 18.025 0.000

116.51 0.057932 0.060029 0.062202 0.064453 0.066786 21.87 23.49
986812MG7 12/28/95 02/01/21 16.787 0.000
108.51 0.053954 0.055908 0.057931 0.060028 0.062201 20.37 21.87
986812MH5 12/28/95 02/01/22 15.635 0.000

101.07 0.050251 0.052070 0.053955 0.055908 0.057932 18.97 20.37
986812MJ1 12/28/95 02/01/23 14.561 0.000

94.13 0.046801 0.048495 0.050250 0.052069 0.053954 17.67 18.97
-----------------------------
SECTION I-B
OID per

Issue Price Annual
(Percent of Stated


______________ _________ ________ _________ __________ ________

________ ________ ________ ________ ________ ________ ______ ______
York County, PA 986812MK8 12/28/95 02/01/24 13.562 0.000

87.67 0.043588 0.045166 0.046801 0.048495 0.050251 16.46 17.67
Zenith National
Insurance Corp. 989390AG4 03/30/03 03/30/23 100.000 VARIES

0.204373 0.208448 0.208060 0.213489 56.99 76.69
989390AH2 03/30/03 03/30/23 100.000 VARIES
0.204373 0.208448 0.208060 0.213489 56.99 76.69
Ziff Davis Media Inc. 98951UAD8 08/12/02 08/12/09 100.000 VARIES
0.350733 0.356390 0.350427 0.354123 0.350120 123.32 123.21
98951UAE6 08/12/02 08/12/09 100.000 VARIES
0.350733 0.356390 0.350427 0.354123 0.350120 123.32 123.21
Microcell
Telecommunications C55185AE9 05/25/99 06/01/09 55.731 VARIES
0.279867 0.296659 0.314457 0.333323 0.333323 104.81 117.17
Telesystem International
Wireless, Inc. C8826YAD9 09/19/01 12/30/03* 100.000 VARIES

0.383196 0.382804 83.14*
Danka Business Systems G2652NAB5 06/29/01 04/01/08 28.000 10.000
0.109040 0.133120 0.162518 0.198407 0.242222 48.40 72.14
G2652NAC3 06/29/01 04/01/04* 35.000 0.000
275.19 0.656834 0.794021 167.90*
Deutsche Bank AG G2737TCL7 11/27/02 11/27/05 100.000 0.000

0.084258 0.085536 0.086834 0.088151 0.089487 30.65 31.59
G2737TFA8 12/20/02 12/20/07 100.000 0.000
0.095883 0.097538 0.099222 0.100934 0.102676 34.85 36.07
G2737TFB6 03/10/03 03/13/06 100.000 0.000
0.061218 0.061229 0.061904 0.062586 0.063276 17.89 22.56
G2737TFC4 03/10/03 09/12/06 100.000 0.000
0.067827 0.067836 0.068664 0.069502 0.070351 19.83 25.05
Dolphin Telecom, PLC G28058AD0 05/18/99 05/15/09 50.892 VARIES
0.317447 0.339667 0.363443 0.388884 0.388883 120.40 136.59
Flag Telecom Group Ltd. G3529XAB2 11/19/02 10/01/04 100.000 VARIES
0.014199 0.014746 0.015521 0.014877 5.33 4.07
G3529XAC0 11/19/02 10/01/04 100.000 VARIES
0.014199 0.014746 0.015521 0.014877 5.33 4.07
NII Holdings, Inc. G6520PAA3 11/12/02 11/01/09 55.746 VARIES
0.299609 0.326822 0.358439 0.393115 0.431146 116.29 139.64
QBE Funding Trust G7303WAA9 04/15/02 04/15/22 59.358 0.000
11.12 0.043850 0.044425 0.045008 0.045599 0.046198 15.98 16.40
Advance Holding Corp. U00798AA3 04/15/98 04/15/09* 53.586 VARIES

0.336009 34.94*
Alaris Medical, Inc. U01143AA1 07/28/98 08/01/08 58.144 VARIES
0.277317 0.292742 0.309026 0.309026 0.309026 107.37 111.25
Alaska Communcations
Systems Holdings, Inc. U01173AA8 08/26/03 08/15/11 96.687 9.875

0.007665 0.008043 0.008466 .96 2.94
Amazon.com, Inc U02320AA4 05/08/98 05/01/08* 61.507 VARIES
0.264545 0.277772 39.25*
Anixter International U03525AA7 06/28/00 06/28/20 25.257 0.000
47.64 0.057688 0.059381 0.061459 0.063610 0.066198 21.38 22.91
U03525AB5 07/07/03 07/07/33 38.016 VARIES

0.077091 0.079905 0.082822 13.41 29.26
Avalon Cable, LLC U05225AA2 12/10/98 12/01/08 56.332 VARIES
0.290678 0.306252 0.324434 0.324433 0.326214 109.99 118.80
Bank of America Corp. U0662KBL4 03/18/02 01/04/17 38.300 0.000
20.09 0.071498 0.073855 0.076290 0.078804 0.081402 27.01 28.82
Big City Radio, Inc. U0897TAA7 03/17/98 03/15/05 72.055 VARIES

0.310763 0.305696 0.309054 0.305694 0.310760 112.31 112.68
Cendant Corporation U1336PAB0 11/27/01 11/27/11 100.000 3.875
0.272304 0.279952 0.287954 0.296329 0.305092 99.94 105.75
CFW Communications U15810AA9 07/26/00 08/15/10 96.149 13.000
5.25 0.006892 0.007365 0.007870 0.008410 0.008987 2.70 3.08
Chukchansi Economic
Development Authority U17133AA4 10/08/02 06/15/09 91.476 14.500
1.72 0.021211 0.022978 0.024892 0.026965 0.029212 8.01 9.40
Crown Castle
International U2159JAA8 11/25/97

11/15/07* 59.765 VARIES
0.295127 0.295126 54.89*
U2159JAB6 08/03/99 08/01/11 57.889 VARIES
0.251062 0.265185 0.280101 0.295856 0.312498 97.28 108.53
Covad Communications U22015AB4 03/11/98 03/15/08 50.666 VARIES
0.352906 0.371117 0.375493 0.371727 0.378230 134.60 137.03
Dayton Superior
Corporation U23993AA3 06/16/00 06/15/09 95.575 13.000

7.69 0.010062 0.010701 0.011444 0.012238 0.013159 3.81 4.36
-----------------------------
SECTION I-B
OID per

Issue Price Annual
(Percent of Stated


______________ _________ ________ _________ __________ ________

________ ________ ________ ________ ________ ________ ______ ______
Dayton Superior
Corporation U23993AB1 06/16/00 06/15/09 95.575 13.000

7.69 0.010062 0.010701 0.011444 0.012238 0.013159 3.81 4.36
U23993AC9 03/15/03 09/15/08 98.088 10.750

0.007241 0.007647 0.008076 0.008530 2.11 2.92
H & E Equipment Services U24432AB9 06/17/02 06/15/13 80.016 12.500
3.79 0.021014 0.022747 0.024623 0.026654 0.028853 7.93 9.30
Details Capital Corp. U24922AA1 11/18/97 11/15/07 54.595 VARIES

0.347215 0.347215 0.347215 0.347214 0.347214 125.00 125.00
DIVA Systems Corporation U2539PAC1 02/19/98 03/01/08 50.100 VARIES
0.340626 0.363657 0.364533 0.365469 0.366468 129.64 131.63
E. Spire Communications U26851AA0 07/24/98 07/01/08 59.989 VARIES
0.280226 0.295111 0.295109 0.295108 103.56 106.24
Fedders North America U31334AB8 08/24/99 08/15/07 95.304 9.375
15.35 0.014763 0.015520 0.016315 0.017151 0.018030 5.66 6.26
Focal Communications U31430AA6 02/18/98 02/15/08 55.565 VARIES

0.317552 0.336803 0.336803 0.336803 0.336803 120.40 121.25
Globe Holdings, Inc. U33975AA8 08/06/98 08/01/09 49.672 VARIES
0.341814 0.366236 0.392402 0.392654 0.392922 135.04 141.39
Great Lakes Acquisition U39022AA3 05/22/98 05/15/09 53.092 VARIES
0.342122 0.364572 0.364572 0.364571 0.364570 128.24 131.25
Hollywood Casino
Shreveport U4378HAA3 08/10/99 08/01/06 100.000 VARIES

0.382815 0.384283 0.385850 0.387524 0.389311 138.53 139.73
ICG Services, Inc. U4493DAA2 02/12/98 02/15/08 61.341 VARIES
0.258800 0.276244 0.271740 0.274726 0.271740 99.42 100.00
U4493DAB0 04/27/98 05/01/08 61.691 VARIES
0.259954 0.268341 0.271290 0.268341 0.272789 97.12 98.84
Intermedia
Communications, Inc. U45855AE0 02/24/99 03/01/09 55.057 VARIES

0.284690 0.302126 0.320631 0.340268 0.340268 109.94 121.32
Jacobs Entertainment U46754AA2 02/08/02 02/01/09 96.040 11.875
3.40 0.010865 0.011558 0.012295 0.013078 0.013912 4.25 4.81
Level 3 Communications U52782AB2 12/02/98 12/01/08 59.966 VARIES

0.263293 0.277116 0.291664 0.291664 0.291664 98.12 105.00
U52782AE6 02/29/00 03/15/10 53.308 VARIES
0.261793 0.278644 0.296579 0.315669 0.335987 100.97 114.38
Liberty Media Corp. U52892AD5 01/11/01 01/15/31 100.000 3.500
0.288982 0.298091 0.307632 0.317626 0.328095 108.77 115.94
Lin Holdings Corporation U53509AB8 06/14/01 03/01/08* 73.850 VARIES
0.295331 0.308658 19.59*
Lin Television Corp. U53546AB0 06/14/01 01/15/08 96.288 8.000
6.95 0.012781 0.013561 0.013924 0.014693 0.015169 5.00 5.45
Lyondell Chemical Co. U55193AB9 12/04/02 12/15/08 97.750 9.500

.21 0.007822 0.008213 0.008624 0.009056 0.009509 2.90 3.20
McCaw International LTD U56707AA7 03/06/97 04/15/07 50.991 VARIES
0.366626 0.366995 0.367388 0.367807 0.368254 132.11 132.40
Matria Healthcare, Inc. U57614AA4 07/09/01 05/01/08 93.500 11.000
10.02 0.020512 0.021432 0.023016 0.024182 0.026112 7.81 8.83
Brightpoint, Inc. U6223PAA7 03/11/98 03/11/18* 45.289 0.000

94.97 0.060138 0.061341 7.22*
Muzak Holdings Finance U62340AA9 03/18/99 03/15/10 53.328 VARIES

0.298944 0.318375 0.339069 0.361108 0.361108 115.37 128.37
Nextel Communications U64977AB4 02/11/98 02/15/08 61.471 VARIES
0.263287 0.276385 0.276385 0.276384 0.276384 98.92 99.50
Nexstar Finance, Inc. U6497AAA9 03/16/01 04/01/08 96.012 12.000
7.12 0.012280 0.013070 0.013912 0.014808 0.015761 4.71 5.34
Nexstar Finance
Holdings, Inc. U6497BAC3 03/27/03 04/01/13 57.442 VARIES

0.181494 0.181724 0.192059 0.202982 0.214526 50.72 73.13
Nextel International U64982AA6 03/12/98 04/15/08 54.915 VARIES
0.313994 0.331202 0.331197 0.331191 0.333005 119.10 121.36
Nextlink Communications U6500EAE8 11/17/99 12/01/09 55.257 VARIES
0.263226 0.277657 0.294490 0.312343 0.333098 99.69 112.25
NTL Incorporated U6696AAC4 03/13/98 04/01/08* 61.724 VARIES
0.258531 2.33*
Omnicom Group, Inc. U68191AF9 02/07/01 02/07/31 100.000 VARIES
0.205824 0.212731 0.219869 0.227247 0.234873 77.36 82.64
O'Sullivan Industries U68328AA8 11/30/99 10/15/09 94.546 13.375
9.93 0.011029 0.011824 0.012677 0.013592 0.014572 4.24 4.87
Penton Media, Inc. U7100RAA9 06/28/01 06/15/11 97.749 10.375

2.10 0.004261 0.004491 0.004732 0.004986 0.005254 1.58 1.76
Petro Stopping Centers U71660AB7 07/23/99 08/01/08 36.636 VARIES

0.326566 0.357091 0.390470 0.426968 0.466878 132.64 158.60
Pope & Talbot, Inc. U7316MAA0 07/30/02 06/01/13 86.415 8.375
2.96 0.020184 0.021244 0.022359 0.023534 0.024770 7.52 8.33
Roche Holdings, Inc. U75000AE6 01/19/00 01/19/15 66.386 0.000

55.71 0.054294 0.055041 0.055798 0.056565 0.057343 19.92 20.48
-----------------------------
SECTION I-B
OID per

Issue Price Annual
(Percent of Stated


______________ _________ ________ _________ __________ ________

________ ________ ________ ________ ________ ________ ______ ______
Sinclair Broadcast
Group, Inc. U82751AE5 05/20/03 07/15/18 100.000 VARIES

0.256891 0.258608 0.264304 0.270264 57.06 96.06
Steel Heddle Group, Inc. U85799AA9 05/26/98 06/01/09 51.337 VARIES
0.357370 0.381938 0.381937 0.381937 0.381936 133.81 137.50
Telemundo Holdings, Inc. U8795AAA4 08/10/01 08/15/08 79.837 VARIES
0.285641 0.302065 0.319432 0.319432 0.319431 110.38 115.00
Thermadyne Holdings U88342AA5 05/22/98 06/01/08 54.374 VARIES
0.326785 0.347207 0.347206 0.347205 0.347204 121.93 124.99
TravelCenters of America U89398AA6 11/14/00 05/01/09 92.822 12.750
11.12 0.016882 0.018083 0.019370 0.020749 0.022226 6.44 7.39
Tritel PCS, Inc. U89678AA1 05/11/99 05/15/09 53.828 VARIES

0.294227 0.312983 0.332935 0.354159 0.354158 111.08 124.65
Trump Atlantic City
Funding II U89685AA6 12/10/97 05/01/06 96.073 11.250

19.03 0.013951 0.014788 0.015676 0.016617 0.017614 5.28 5.93
Trump Atlantic City
Funding III U89686AA4 12/10/97 05/01/06 94.200 11.250

27.90 0.020624 0.021901 0.023257 0.024696 0.026225 7.81 8.81
Trump Casino Holdings U89688AA0 03/25/03 03/15/10 94.832 11.625

0.013376 0.014182 0.015088 0.016051 3.78 5.47
U89688AB8 03/25/03 09/15/10 100.000 11.625
0.166667 0.171389 0.176531 0.181827 46.50 63.73
Vail Resorts, Inc. U90984AB8 11/21/01 05/15/09 95.404 8.750
4.97 0.013203 0.013839 0.014505 0.015203 0.015934 4.93 5.41
United Rentals, Inc. U91139AB8 12/24/02 04/15/08 97.045 10.750

.08 0.011636 0.012049 0.012742 0.013475 0.014251 4.35 4.83
VoiceStream Wireless U92709AB7 11/09/99 11/15/09 56.061 VARIES
0.261895 0.277444 0.293917 0.311367 0.329854 98.55 110.60
SECTION I-C Inflation Indexed Debt Instruments
Inflation-Adj Stated
Issue Maturity Principal on Interest

Total OID 2003 1st 2003 2nd 2003 3rd Calendar Year
Name of Issuer CUSIP No. Date Date Issue Date Rate
to 1/1/03 Period Period Period 2003
______________ _________ ________ ________ ___________ ________
_________ ________ ________ ________ _____________
U.S. Treasury 9128272M3 02/06/97 01/15/07 100.104 3.375%

143.28 0.000000 0.082454 0.049584 23.35
U.S. Treasury 9128273T7 01/15/98 01/15/08 100.000 3.625%
122.22 0.000000 0.080862 0.048626 22.90
U.S. Treasury 912810FD5 04/15/98 04/15/28 100.000 3.625%
120.93 0.062620 0.062936 0.062134 22.88
U.S. Treasury 9128274Y5 01/15/99 01/15/09 100.000 3.875%
105.49 0.000000 0.079656 0.047901 22.56
U.S. Treasury 912810FH6 04/15/99 04/15/29 100.000 3.875%
102.84 0.061610 0.061920 0.061132 22.51
U.S. Treasury 9128275W8 01/18/00 01/15/10 100.006 4.250%
77.54 0.000000 0.077646 0.046693 21.99
U.S. Treasury 9128276R8 01/16/01 01/15/11 100.002 3.500%
41.67 0.000000 0.075059 0.045136 21.26
U.S. Treasury 912810FQ6 10/15/01 04/15/32 100.000 3.375%
21.41 0.057060 0.057348 0.056618 20.85
U.S. Treasury 9128277J5 01/15/02 01/15/12 100.000 3.375%
21.04 0.000000 0.073571 0.044242 20.84
U.S. Treasury 912828AF7 07/15/02 07/15/12 100.000 3.000%
8.34 0.000000 0.072656 0.043692 20.58
U.S. Treasury 912828BD1 07/15/03 07/15/13 100.000 1.875%
0.042772 7.27
Section II
STRIPPED COMPONENTS OF U.S. TREASURY AND
GOVERNMENT-SPONSORED ENTERPRISES
FOR BROKERS & MIDDLEMEN ONLY: Original Issue Discount (OID) to be reported for
stripped
interest & principal components per $1000 Maturity Value (for calendar year
2003).
Strips Strips
Maturing OID Maturing OID
From Through per $1000 From Through per $1000
-------- -------- --------- -------- -------- ---------
01/01/03 03/31/03 3.01 01/01/15 03/31/15 25.89
04/01/03 06/30/03 6.11 04/01/15 06/30/15 25.76
07/01/03 09/30/03 9.42 07/01/15 09/30/15 25.59
10/01/03 12/31/03 13.07 10/01/15 12/31/15 25.41
01/01/04 03/31/04 13.62 01/01/16 03/31/16 25.22
04/01/04 06/30/04 14.25 04/01/16 06/30/16 25.03
07/01/04 09/30/04 14.88 07/01/16 09/30/16 24.84
10/01/04 12/31/04 15.68 10/01/16 12/31/16 24.64
01/01/05 03/31/05 16.38 01/01/17 03/31/17 24.44
04/01/05 06/30/05 17.25 04/01/17 06/30/17 24.23
07/01/05 09/30/05 18.10 07/01/17 09/30/17 24.02
10/01/05 12/31/05 18.94 10/01/17 12/31/17 23.81
01/01/06 03/31/06 19.75 01/01/18 03/31/18 23.59
04/01/06 06/30/06 20.64 04/01/18 06/30/18 23.37
07/01/06 09/30/06 21.41 07/01/18 09/30/18 23.12
10/01/06 12/31/06 22.24 10/01/18 12/31/18 22.89
01/01/07 03/31/07 22.97 01/01/19 03/31/19 22.65
04/01/07 06/30/07 23.58 04/01/19 06/30/19 22.41
07/01/07 09/30/07 24.17 07/01/19 09/30/19 22.16
10/01/07 12/31/07 24.73 10/01/19 12/31/19 21.91
01/01/08 03/31/08 25.19 01/01/20 03/31/20 21.66
04/01/08 06/30/08 25.64 04/01/20 06/30/20 21.40
07/01/08 09/30/08 26.06 07/01/20 09/30/20 21.15
10/01/08 12/31/08 26.46 10/01/20 12/31/20 20.90
01/01/09 03/31/09 26.76 01/01/21 03/31/21 20.64
04/01/09 06/30/09 27.04 04/01/21 06/30/21 20.38
07/01/09 09/30/09 27.24 07/01/21 09/30/21 20.13
10/01/09 12/31/09 27.41 10/01/21 12/31/21 19.87
01/01/10 03/31/10 27.51 01/01/22 03/31/22 19.62
04/01/10 06/30/10 27.59 04/01/22 06/30/22 19.36
07/01/10 09/30/10 27.60 07/01/22 09/30/22 19.11
10/01/10 12/31/10 27.66 10/01/22 12/31/22 18.86
01/01/11 03/31/11 27.65 01/01/23 03/31/23 18.62
04/01/11 06/30/11 27.62 04/01/23 06/30/23 18.37
07/01/11 09/30/11 27.59 07/01/23 09/30/23 18.14
10/01/11 12/31/11 27.49 10/01/23 12/31/23 17.90
01/01/12 03/31/12 27.45 01/01/24 03/31/24 17.66
04/01/12 06/30/12 27.34 04/01/24 06/30/24 17.43
07/01/12 09/30/12 27.23 07/01/24 09/30/24 17.20
10/01/12 12/31/12 27.11 10/01/24 12/31/24 16.97
01/01/13 03/31/13 27.03 01/01/25 03/31/25 16.75
04/01/13 06/30/13 26.90 04/01/25 06/30/25 16.53
07/01/13 09/30/13 26.77 07/01/25 09/30/25 16.31
10/01/13 12/31/13 26.63 10/01/25 12/31/25 16.10
01/01/14 03/31/14 26.48 01/01/26 03/31/26 15.89
04/01/14 06/30/14 26.38 04/01/26 06/30/26 15.69
07/01/14 09/30/14 26.22 07/01/26 09/30/26 15.47
10/01/14 12/31/14 26.06 10/01/26 12/31/26 15.27
Section II (continued)
Strips Strips
Maturing OID Maturing OID
From Through per $1000 From Through per $1000
-------- -------- --------- -------- -------- ---------
01/01/27 03/31/27 15.07 07/01/35 09/30/35 9.63
04/01/27 06/30/27 14.88 10/01/35 12/31/35 9.51
07/01/27 09/30/27 14.69 01/01/36 03/31/36 9.39
10/01/27 12/31/27 14.48 04/01/36 06/30/36 9.27
01/01/28 03/31/28 14.30 07/01/36 09/30/36 9.15
04/01/28 06/30/28 14.11 10/01/36 12/31/36 9.04
07/01/28 09/30/28 13.93 01/01/37 03/31/37 8.92
10/01/28 12/31/28 13.75 04/01/37 06/30/37 8.81
01/01/29 03/31/29 13.58 07/01/37 09/30/37 8.70
04/01/29 06/30/29 13.40 10/01/37 12/31/37 8.59
07/01/29 09/30/29 13.23 01/01/38 03/31/38 8.48
10/01/29 12/31/29 13.06 04/01/38 06/30/38 8.37
01/01/30 03/31/30 12.87 07/01/38 09/30/38 8.27
04/01/30 06/30/30 12.71 10/01/38 12/31/38 8.16
07/01/30 09/30/30 12.54 01/01/39 03/31/39 8.06
10/01/30 12/31/30 12.36 04/01/39 06/30/39 7.96
01/01/31 03/31/31 12.20 07/01/39 09/30/39 7.86
04/01/31 06/30/31 12.04 10/01/39 12/31/39 7.76
07/01/31 09/30/31 11.86 01/01/40 03/31/40 7.66
10/01/31 12/31/31 11.71 04/01/40 06/30/40 7.56
01/01/32 03/31/32 11.56 07/01/40 09/30/40 7.47
04/01/32 06/30/32 11.41 10/01/40 12/31/40 7.37
07/01/32 09/30/32 11.24 01/01/41 03/31/41 7.28
10/01/32 12/31/32 11.09 04/01/41 06/30/41 7.19
01/01/33 03/31/33 10.95 07/01/41 09/30/41 7.10
04/01/33 06/30/33 10.81 10/01/41 12/31/41 7.01
07/01/33 09/30/33 10.67 01/01/42 03/31/42 6.92
10/01/33 12/31/33 10.54 04/01/42 06/30/42 6.84
01/01/34 03/31/34 10.40 07/01/42 09/30/42 6.75
04/01/34 06/30/34 10.27 10/01/42 12/31/42 6.67
07/01/34 09/30/34 10.14 01/01/43 03/31/43 6.58
10/01/34 12/31/34 10.01 04/01/43 06/30/43 6.50
01/01/35 03/31/35 9.88 07/01/43 09/30/43 6.42
04/01/35 06/30/35 9.76 10/01/43 12/31/43 6.34
Note: This section lists OID for use SOLELY by brokers and other middlemen
in preparing information returns for zero coupon instruments issued under the
Department of the Treasury's STRIPS program, by government-sponsored
enterprises
such as the Resolution Funding Corporation and the Financing Corporation, or
as
instruments backed by U.S. Treasury securities that represent ownership
interests in such securities. If you owned or held such debt instruments in
2003,
do not rely on the amounts listed in this section. Instead, follow the OID
computation rules and methods described earlier in this publication under
"Figuring OID on Stripped Bonds and Coupons."
Section III-A
Short Term U.S. Treasury Bills

Issued at a Discount and Maturing
January 2003 - April 2004
Discount to be
Issue Price Reported as 2003
CUSIP Maturity Issue (% of Principal Interest(Per $1,000
Number Date Date Amount) Maturity Value)
--------- -------- -------- --------------- -------------------
912795LS8 01/02/03 07/05/02 99.130 8.70
LT6 01/09/03 07/11/02 99.123 8.77
LU3 01/16/03 07/18/02 99.153 8.47
LV1 01/23/03 07/25/02 99.153 8.47
LW9 01/30/03 08/01/02 99.146 8.54
LX7 02/06/03 08/08/02 99.214 7.86
LY5 02/13/03 08/15/02 99.196 8.04
LZ2 02/20/03 08/22/02 99.176 8.24
912795MA6 02/27/03 08/29/02 99.173 8.27
MB4 03/06/03 09/05/02 99.201 7.99
MC2 03/13/03 09/12/02 99.173 8.27
MD0 03/20/03 09/19/02 99.171 8.29
ME8 03/27/03 09/26/02 99.201 7.99
MF5 04/03/03 10/03/02 99.254 7.46
MG3 04/10/03 10/10/02 99.227 7.73
MH1 04/17/03 10/17/02 99.176 8.24
MJ7 04/24/03 10/24/02 99.158 8.42
MK4 05/01/03 10/31/02 99.234 7.66
ML2 05/08/03 11/07/02 99.295 7.05
MZ1 05/13/03 05/08/03 99.984 0.16
MM0 05/15/03 11/14/02 99.381 6.19
MN8 05/22/03 11/21/02 99.371 6.29
912795NA5 05/27/03 05/21/03 99.981 0.19
912795MP3 05/29/03 11/29/02 99.364 6.36
MQ1 06/05/03 12/05/02 99.348 6.52
MR9 06/12/03 12/12/02 99.371 6.29
912795QF1 06/13/03 05/28/03 99.948 0.52
912795MS7 06/19/03 12/19/02 99.363 6.37
MT5 06/26/03 12/26/02 99.373 6.27
912795NB3 07/03/03 01/02/03 99.383 6.17
NC1 07/10/03 01/09/03 99.373 6.27
ND9 07/17/03 01/16/03 99.378 6.22
NE7 07/24/03 01/23/03 99.398 6.02
NF4 07/31/03 01/30/03 99.414 5.86
NG2 08/07/03 02/06/03 99.401 5.99
NH0 08/14/03 02/13/03 99.411 5.89
NJ6 08/21/03 02/20/03 99.403 5.97
NK3 08/28/03 02/27/03 99.406 5.94
NL1 09/04/03 03/06/03 99.409 5.91
NM9 09/11/03 03/13/03 99.479 5.21
NN7 09/18/03 03/20/03 99.439 5.61
NP2 09/25/03 03/27/03 99.419 5.81
NQ0 10/02/03 04/03/03 99.449 5.51
NR8 10/09/03 04/10/03 99.426 5.74
NS6 10/16/03 04/17/03 99.406 5.94
NT4 10/23/03 04/24/03 99.401 5.99
Section III-A (continued)
Discount to be
--------- -------- -------- --------------- -------------------
NU1 10/30/03 05/01/03 99.424 5.76
NV9 11/06/03 05/08/03 99.429 5.71
NW7 11/13/03 05/15/03 99.444 5.56
NX5 11/20/03 05/22/03 99.484 5.16
NY3 11/28/03 05/29/03 99.451 5.49
NZ0 12/04/03 06/05/03 99.446 5.54
912795PA3 12/11/03 06/12/03 99.505 4.95
PB1 12/18/03 06/19/03 99.573 4.27
PC9 12/26/03 06/26/03 99.573 4.27
Discount to be
--------- -------- -------- --------------- -------------------
912795PD7 01/02/04 07/03/03 99.517 4.83
PE5 01/08/04 07/10/03 99.525 4.75
PF2 01/15/04 07/17/03 99.530 4.70
PG0 01/22/04 07/24/03 99.520 4.80
PH8 01/29/04 07/31/03 99.505 4.95
PJ4 02/05/04 08/07/03 99.482 5.18
PK1 02/12/04 08/14/03 99.479 5.21
PL9 02/19/04 08/21/03 99.477 5.23
PM7 02/26/04 08/28/03 99.474 5.26
PN5 03/04/04 09/04/03 99.474 5.26
PP0 03/11/04 09/11/03 99.489 5.11
PQ8 03/18/04 09/18/03 99.497 5.03
PR6 03/25/04 09/25/03 99.489 5.11
PS4 04/01/04 10/02/03 99.492 5.08
PT2 04/08/04 10/09/03 99.497 5.03
Section III-B
STUDENT LOAN MARKETING ASSOCIATION

Short-Term Obligations Issued at a
Discount and Maturing in 2003
Discount to be
--------- -------- -------- --------------- -------------------
863872AB3 01/02/03 12/31/02 99.996 0.04
AC1 01/03/03 12/02/02 99.890 1.10
AF4 01/06/03 12/23/02 99.952 0.48
AG2 01/07/03 12/10/02 99.904 0.96
AH0 01/08/03 01/07/03 99.997 0.03
AJ6 01/09/03 01/08/03 99.997 0.03
AK3 01/10/03 01/09/03 99.997 0.03
AN7 01/13/03 01/06/03 99.977 0.23
AP2 01/14/03 01/16/02 98.104 18.96
AQ0 01/15/03 12/16/02 99.896 1.04
AR8 01/16/03 01/15/03 99.997 0.03
AS6 01/17/03 01/07/03 99.968 0.32
AW7 01/21/03 10/18/02 99.559 4.41
AX5 01/22/03 01/21/03 99.997 0.03
AY3 01/23/03 01/22/03 99.997 0.03
AZ0 01/24/03 01/15/03 99.970 0.30
863872BC0 01/27/03 01/28/02 97.755 22.45
BD8 01/28/03 01/15/03 99.957 0.43
BE6 01/29/03 01/17/03 99.960 0.40
BF3 01/30/03 01/29/03 99.997 0.03
BG1 01/31/03 02/04/02 97.734 22.66
BK2 02/03/03 01/03/03 99.897 1.03
BL0 02/04/03 02/05/02 97.831 21.69
BM8 02/05/03 02/04/03 99.997 0.03
BN6 02/06/03 02/05/03 99.997 0.03
BP1 02/07/03 02/07/02 97.863 21.37
BS5 02/10/03 02/07/03 99.991 0.09
BT3 02/11/03 02/10/03 99.997 0.03
BU0 02/12/03 01/29/03 99.955 0.45
BV8 02/13/03 02/12/03 99.997 0.03
BW6 02/14/03 01/27/03 99.942 0.58
863872CA3 02/18/03 02/21/02 97.833 21.67
CB1 02/19/03 02/18/03 99.996 0.04
CC9 02/20/03 01/22/03 99.904 0.96
CD7 02/21/03 02/07/03 99.954 0.46
CG0 02/24/03 02/21/03 99.991 0.09
CH8 02/25/03 01/27/03 99.905 0.95
CJ4 02/26/03 02/26/02 97.807 21.93
CK1 02/27/03 02/26/03 99.997 0.03
CL9 02/28/03 02/18/03 99.966 0.34
CP0 03/03/03 02/04/03 99.912 0.88
CQ8 03/04/03 02/04/03 99.908 0.92
CR6 03/05/03 02/26/03 99.976 0.24
CS4 03/06/03 02/21/03 99.957 0.43
CT2 03/07/03 02/26/03 99.969 0.31
CW5 03/10/03 02/26/03 99.959 0.41
Section III-B (continued)
Discount to be
--------- -------- -------- --------------- -------------------
CX3 03/11/03 03/10/03 99.997 0.03
CY1 03/12/03 03/11/03 99.997 0.03
CZ8 03/13/03 02/26/03 99.949 0.51
863872DA2 03/14/03 03/20/02 97.367 26.33
DD6 03/17/03 03/14/03 99.990 0.10
DE4 03/18/03 02/18/03 99.907 0.93
DF1 03/19/03 03/13/03 99.981 0.19
DG9 03/20/03 02/20/03 99.907 0.93
DH7 03/21/03 03/14/03 99.977 0.23
DL8 03/24/03 03/21/03 99.991 0.09
DM6 03/25/03 02/25/03 99.907 0.93
DN4 03/26/03 03/19/03 99.978 0.22
DP9 03/27/03 03/26/03 99.997 0.03
DQ7 03/28/03 03/20/03 99.974 0.26
DT1 03/31/03 03/24/03 99.978 0.22
DU8 04/01/03 03/04/03 99.906 0.94
DV6 04/02/03 04/01/03 99.997 0.03
DW4 04/03/03 03/04/03 99.898 1.02
DX2 04/04/03 03/28/03 99.977 0.23
863872EA1 04/07/03 04/04/03 99.991 0.09
EB9 04/08/03 04/07/03 99.997 0.03
EC7 04/09/03 04/08/03 99.997 0.03
ED5 04/10/03 04/09/03 99.997 0.03
EE3 04/11/03 03/28/03 99.954 0.46
EH6 04/14/03 04/10/03 99.988 0.12
EJ2 04/15/03 04/16/02 97.487 25.13
EK9 04/16/03 04/11/03 99.984 0.16
EL7 04/17/03 04/04/03 99.959 0.41
EQ6 04/21/03 02/05/03 99.752 2.48
ER4 04/22/03 04/21/03 99.997 0.03
ES2 04/23/03 04/22/03 99.997 0.03
ET0 04/24/03 04/17/03 99.978 0.22
EU7 04/25/03 01/24/03 99.699 3.01
EX1 04/28/03 04/25/03 99.991 0.09
EY9 04/29/03 04/01/03 99.910 0.90
EZ6 04/30/03 04/29/03 99.997 0.03
863872FA0 05/01/03 04/01/03 99.903 0.97
FB8 05/02/03 05/01/03 99.997 0.03
FE2 05/05/03 05/02/03 99.991 0.09
FF9 05/06/03 05/07/02 97.705 22.95
FG7 05/07/03 04/21/03 99.948 0.52
FH5 05/08/03 04/23/03 99.952 0.48
FJ1 05/09/03 04/25/03 99.955 0.45
FM4 05/12/03 05/09/03 99.990 0.10
FN2 05/13/03 05/12/03 99.997 0.03
FP7 05/14/03 05/13/03 99.997 0.03
Discount to be
--------- -------- -------- --------------- -------------------
FQ5 05/15/03 05/15/02 97.531 24.69
FR3 05/16/03 05/15/03 99.997 0.03
FU6 05/19/03 05/16/03 99.990 0.10
FV4 05/20/03 05/21/02 97.594 24.06
FW2 05/21/03 05/08/03 99.958 0.42
FX0 05/22/03 05/15/03 99.977 0.23
FY8 05/23/03 05/22/03 99.997 0.03
863872GC5 05/27/03 05/30/02 97.647 23.53
GD3 05/28/03 05/27/03 99.997 0.03
GE1 05/29/03 05/15/03 99.955 0.45
GF8 05/30/03 05/29/03 99.997 0.03
GJ0 06/02/03 05/02/03 99.902 0.98
GK7 06/03/03 06/04/02 97.695 23.05
GL5 06/04/03 05/09/03 99.917 0.83
GM3 06/05/03 05/08/03 99.911 0.89
GN1 06/06/03 06/05/03 99.997 0.03
GR2 06/09/03 06/06/03 99.991 0.09
GS0 06/10/03 06/11/02 97.695 23.05
GT8 06/11/03 06/10/03 99.997 0.03
GU5 06/12/03 06/11/03 99.997 0.03
GV3 06/13/03 06/12/03 99.997 0.03
GY7 06/16/03 05/15/03 99.898 1.02
GZ4 06/17/03 06/20/02 97.929 20.71
863872HA8 06/18/03 03/18/03 99.716 2.84
HB6 06/19/03 06/18/03 99.997 0.03
HC4 06/20/03 05/20/03 99.902 0.98
HF7 06/23/03 05/27/03 99.914 0.86
HG5 06/24/03 06/25/02 97.907 20.93
HH3 06/25/03 05/27/03 99.907 0.93
HJ9 06/26/03 06/13/03 99.962 0.38
HK6 06/27/03 06/18/03 99.973 0.27
HN0 06/30/03 04/01/03 99.725 2.75
HP5 07/01/03 06/02/03 99.907 0.93
HQ3 07/02/03 07/01/03 99.997 0.03
HR1 07/03/03 07/02/03 99.997 0.03
HV2 07/07/03 07/03/03 99.990 0.10
HW0 07/08/03 07/10/02 97.963 20.37
HX8 07/09/03 07/08/03 99.998 0.02
HY6 07/10/03 07/09/03 99.998 0.02
HZ3 07/11/03 07/09/03 99.995 0.05
863872JC2 07/14/03 07/07/03 99.982 0.18
JD0 07/15/03 07/17/02 98.135 18.65
JE8 07/16/03 07/02/03 99.963 0.37
JF5 07/17/03 07/16/03 99.997 0.03
JG3 07/18/03 05/02/03 99.756 2.44
JK4 07/21/03 06/20/03 99.919 0.81
Discount to be
--------- -------- -------- --------------- -------------------
JL2 07/22/03 07/24/02 98.165 18.35
JM0 07/23/03 07/02/03 99.945 0.55
JN8 07/24/03 07/23/03 99.997 0.03
JP3 07/25/03 04/25/03 99.707 2.93
JS7 07/28/03 07/25/03 99.992 0.08
JT5 07/29/03 07/25/03 99.989 0.11
JU2 07/30/03 07/29/03 99.997 0.03
JV0 07/31/03 07/30/03 99.997 0.03
JW8 08/01/03 08/02/02 98.210 17.90
JZ1 08/04/03 08/01/03 99.992 0.08
863872KA4 08/05/03 08/07/02 98.346 16.54
KB2 08/06/03 08/05/03 99.998 0.02
KC0 08/07/03 07/18/03 99.947 0.53
KD8 08/08/03 08/07/03 99.998 0.02
KG1 08/11/03 08/08/03 99.993 0.07
KH9 08/12/03 08/14/02 98.417 15.83
KJ5 08/13/03 08/12/03 99.998 0.02
KK2 08/14/03 07/28/03 99.953 0.47
KL0 08/15/03 07/15/03 99.920 0.80
KP1 08/18/03 07/16/03 99.912 0.88
KQ9 08/19/03 08/21/02 98.326 16.74
KR7 08/20/03 07/21/03 99.920 0.80
KS5 08/21/03 08/20/03 99.998 0.02
KT3 08/22/03 07/25/03 99.924 0.76
KW6 08/25/03 07/25/03 99.992 0.08
KX4 08/26/03 08/28/02 98.205 17.95
KY2 08/27/03 08/26/03 99.997 0.03
KZ9 08/28/03 08/22/03 99.985 0.15
863872LA3 08/29/03 08/28/03 99.998 0.02
LE5 09/02/03 09/04/02 98.367 16.33
LF2 09/03/03 08/01/03 99.907 0.93
LG0 09/04/03 07/25/03 99.888 1.12
LH8 09/05/03 09/04/03 99.997 0.03
LL9 09/08/03 08/18/03 99.941 0.59
LM7 09/09/03 09/08/03 99.997 0.03
LN5 09/10/03 09/09/03 99.998 0.02
LP0 09/11/03 09/10/03 99.998 0.02
LQ8 09/12/03 07/25/03 99.867 1.33
LT2 09/15/03 08/13/03 99.907 0.93
LU9 09/16/03 09/17/02 98.241 17.59
LV7 09/17/03 06/18/03 99.775 2.25
LW5 09/18/03 09/17/03 99.997 0.03
LX3 09/19/03 08/15/03 99.902 0.98
863872MA2 09/22/03 08/20/03 99.908 0.92
MB0 09/23/03 08/21/03 99.908 0.92
MC8 09/24/03 09/23/03 99.997 0.03
Discount to be
--------- -------- -------- --------------- -------------------
MD6 09/25/03 08/25/03 99.914 0.86
ME4 09/26/03 09/25/03 99.997 0.03
MH7 09/29/03 09/22/03 99.982 0.18
MJ3 09/30/03 10/02/02 98.437 15.63
MK0 10/01/03 09/02/03 99.919 0.81
ML8 10/02/03 10/01/03 99.997 0.03
MM6 10/03/03 10/01/03 99.997 0.03
MQ7 10/06/03 10/03/03 99.992 0.08
MR5 10/07/03 10/06/03 99.997 0.03
MS3 10/08/03 09/15/03 99.938 0.62
MT1 10/09/03 10/08/03 99.997 0.03
MU8 10/10/03 09/16/03 99.936 0.64
MY0 10/14/03 10/17/02 98.200 18.00
MZ7 10/15/03 09/12/03 99.910 0.90
863872NA1 10/16/03 10/15/03 99.997 0.03
NB9 10/17/03 09/17/03 99.918 0.82
NE3 10/20/03 07/18/03 99.749 2.51
NF0 10/21/03 10/24/02 98.180 18.20
NG8 10/22/03 10/21/03 99.997 0.03
NH6 10/23/03 10/22/03 99.997 0.03
NJ2 10/24/03 10/10/03 99.964 0.36
NM5 10/27/03 09/25/03 99.911 0.89
NN3 10/28/03 10/06/03 99.939 0.61
NP8 10/29/03 10/28/03 99.997 0.03
NQ6 10/30/03 10/14/03 99.957 0.43
NR4 10/31/03 10/16/03 99.960 0.40
NU7 11/03/03 10/27/03 99.981 0.19
NV5 11/04/03 11/03/03 99.997 0.03
NW3 11/05/03 10/22/03 99.962 0.38
NX1 11/06/03 11/05/03 99.997 0.03
NY9 11/07/03 10/24/03 99.963 0.37
863872PB7 11/10/03 11/07/03 99.992 0.08
PD3 11/12/03 11/14/02 98.598 14.02
PE1 11/13/03 11/12/03 99.997 0.03
PF8 11/14/03 10/27/03 99.952 0.48
PJ0 11/17/03 11/22/02 98.510 14.90
PK7 11/18/03 11/07/03 99.971 0.29
PM3 11/20/03 10/31/03 99.945 0.55
PN1 11/21/03 11/12/03 99.976 0.24
PS0 11/25/03 10/31/03 99.932 0.68
PT8 11/26/03 11/14/03 99.968 0.32
PY7 12/01/03 10/27/03 99.904 0.96
PZ4 12/02/03 12/05/02 98.497 15.03
863872QA8 12/03/03 06/03/03 99.436 5.64
QG5 12/09/03 11/12/03 99.928 0.72
QP5 12/16/03 12/18/02 98.568 14.32
QQ3 12/17/03 09/17/03 99.747 2.53
Section III-C
FEDERAL HOME LOAN BANKS

Discount to be
--------- -------- -------- --------------- -------------------
313384AB5 01/02/03 01/07/02 97.870 21.30
AC3 01/03/03 01/08/02 97.920 20.80
AF6 01/06/03 01/11/02 97.950 20.50
AG4 01/07/03 04/19/02 98.466 15.34
AH2 01/08/03 01/17/02 98.101 18.99
AJ8 01/09/03 01/16/02 98.160 18.40
AK5 01/10/03 01/15/02 98.162 18.38
AN9 01/13/03 01/18/02 98.009 19.91
AP4 01/14/03 04/04/02 98.060 19.40
AQ2 01/15/03 01/24/02 97.953 20.47
AR0 01/16/03 01/23/02 97.971 20.29
AS8 01/17/03 01/22/02 97.976 20.24
AW9 01/21/03 07/22/02 99.141 8.59
AX7 01/22/03 04/22/02 98.396 16.04
AY5 01/23/03 01/28/02 97.811 21.89
AZ2 01/24/03 01/29/02 97.800 22.00
313384BC2 01/27/03 02/01/02 97.809 21.91
BD0 01/28/03 02/04/02 97.851 21.49
BE8 01/29/03 04/30/02 98.379 16.21
BF5 01/30/03 02/05/02 97.838 21.62
BG3 01/31/03 02/06/02 97.866 21.34
BK4 02/03/03 02/08/02 97.872 21.28
BL2 02/04/03 03/12/02 97.743 22.57
BM0 02/05/03 08/05/02 99.192 8.08
BN8 02/06/03 02/11/02 97.880 21.20
BP3 02/07/03 02/12/02 97.896 21.04
BS7 02/10/03 02/15/02 97.893 21.07
BT5 02/11/03 03/18/02 97.727 22.73
BU2 02/12/03 02/22/02 97.870 21.30
BV0 02/13/03 02/22/02 97.874 21.26
BW8 02/14/03 02/19/02 97.910 20.90
313384CA5 02/18/03 05/17/02 98.407 15.93
CB3 02/19/03 07/15/02 98.966 10.34
CC1 02/20/03 02/25/02 97.850 21.50
CD9 02/21/03 02/26/02 97.820 21.80
CG2 02/24/03 03/01/02 97.772 22.28
CH0 02/25/03 03/05/02 97.749 22.51
CJ6 02/26/03 04/24/02 98.075 19.25
CK3 02/27/03 03/04/02 97.696 23.04
CL1 02/28/03 03/05/02 97.676 23.24
CP2 03/03/03 03/08/02 97.470 25.30
CQ0 03/04/03 04/19/02 97.989 20.11
CR8 03/05/03 04/19/02 97.982 20.18
CS6 03/06/03 03/11/02 97.450 25.50
CT4 03/07/03 03/12/02 97.470 25.30
CW7 03/10/03 03/15/02 97.412 25.88
CX5 03/11/03 06/13/02 98.540 14.60
Section III-C (continued)
Discount to be
--------- -------- -------- --------------- -------------------
CY3 03/12/03 06/14/02 98.622 13.78
CZ0 03/13/03 03/18/02 97.400 26.00
313384DA4 03/14/03 03/19/02 97.370 26.30
DD8 03/17/03 03/22/02 97.340 26.60
DE6 03/18/03 06/26/02 98.712 12.88
DF3 03/19/03 09/18/02 99.145 8.55
DG1 03/20/03 03/25/02 97.310 26.90
DH9 03/21/03 03/26/02 97.230 27.70
DL0 03/24/03 04/02/02 97.320 26.80
DM8 03/25/03 04/04/02 97.357 26.43
DN6 03/26/03 09/25/02 99.171 8.29
DP1 03/27/03 04/09/02 97.507 24.93
DQ9 03/28/03 04/03/02 97.311 26.89
DT3 03/31/03 04/05/02 97.490 25.10
DU0 04/01/03 04/09/02 97.471 25.29
DV8 04/02/03 09/26/02 99.170 8.30
DW6 04/03/03 04/10/02 97.464 25.36
DX4 04/04/03 04/09/02 97.450 25.50
313384EA3 04/07/03 04/12/02 97.500 25.00
EB1 04/08/03 04/17/02 97.518 24.82
EC9 04/09/03 04/17/02 97.511 24.89
ED7 04/10/03 04/15/02 97.600 24.00
EE5 04/11/03 04/16/02 97.538 24.62
EH8 04/14/03 04/19/02 97.570 24.30
EJ4 04/15/03 04/26/02 97.699 23.01
EK1 04/16/03 04/26/02 97.683 23.17
EL9 04/17/03 04/22/02 97.580 24.20
EM7 04/18/03 04/26/02 97.680 23.20
EQ8 04/21/03 04/26/02 97.650 23.50
ER6 04/22/03 04/30/02 97.689 23.11
ES4 04/23/03 05/01/02 97.729 22.71
ET2 04/24/03 04/30/02 97.676 23.24
EU9 04/25/03 04/30/02 97.670 23.30
EX3 04/28/03 05/03/02 97.683 23.17
EY1 04/29/03 01/29/03 99.705 2.95
EZ8 04/30/03 05/31/02 97.959 20.41
313384FA2 05/01/03 05/09/02 97.680 23.20
FB0 05/02/03 05/07/02 97.700 23.00
FE4 05/05/03 05/14/02 97.716 22.84
FF1 05/06/03 02/04/03 99.699 3.01
FG9 05/07/03 11/06/02 99.297 7.03
FH7 05/08/03 05/13/02 97.690 23.10
FJ3 05/09/03 05/14/02 97.577 24.23
FM6 05/12/03 05/17/02 97.660 23.40
FN4 05/13/03 08/20/02 98.810 11.90
FP9 05/14/03 10/30/02 99.200 8.00
FQ7 05/15/03 05/20/02 97.611 23.89
Discount to be
--------- -------- -------- --------------- -------------------
FR5 05/16/03 05/21/02 97.620 23.80
FU8 05/19/03 05/24/02 97.687 23.13
FV6 05/20/03 05/28/02 97.689 23.11
FW4 05/21/03 05/28/02 97.683 23.17
FX2 05/22/03 05/28/02 97.676 23.24
FY0 05/23/03 05/29/02 97.607 23.93
313384GC7 05/27/03 12/02/02 99.379 6.21
GD5 05/28/03 11/18/02 99.316 6.84
GE3 05/29/03 06/03/02 97.736 22.64
GF0 05/30/03 06/04/02 97.700 23.00
GJ2 06/02/03 06/07/02 97.750 22.50
GK9 06/03/03 12/04/02 99.346 6.54
GL7 06/04/03 12/04/02 99.335 6.65
GM5 06/05/03 06/10/02 97.733 22.67
GN3 06/06/03 06/12/02 97.776 22.24
GR4 06/09/03 06/14/02 97.920 20.80
GS2 06/10/03 09/05/02 98.772 12.28
GT0 06/11/03 12/11/02 99.352 6.48
GU7 06/12/03 06/17/02 97.860 21.40
GV5 06/13/03 06/18/02 97.854 21.46
GY9 06/16/03 06/21/02 97.910 20.90
GZ6 06/17/03 09/13/02 98.707 12.93
313384HA0 06/18/03 12/18/02 99.346 6.54
HB8 06/19/03 06/24/02 97.950 20.50
HC6 06/20/03 06/25/02 97.940 20.60
HF9 06/23/03 06/28/02 97.970 20.30
HG7 06/24/03 07/01/02 98.001 19.99
HH5 06/25/03 12/26/02 99.359 6.41
HJ1 06/26/03 07/01/02 97.991 20.09
HK8 06/27/03 07/02/02 98.000 20.00
HN2 06/30/03 12/04/02 99.266 7.34
HP7 07/01/03 07/08/02 97.972 20.28
HQ5 07/02/03 07/11/02 98.082 19.18
HR3 07/03/03 07/08/02 97.961 20.39
HV4 07/07/03 10/11/02 98.842 11.58
HW2 07/08/03 07/16/02 98.215 17.85
HX0 07/09/03 09/12/02 98.550 14.50
HY8 07/10/03 07/15/02 98.150 18.50
HZ5 07/11/03 07/16/02 98.170 18.30
313384JC4 07/14/03 07/22/02 98.168 18.32
JD2 07/15/03 10/25/02 98.817 11.83
JE0 07/16/03 01/15/03 99.368 6.32
JF7 07/17/03 07/22/02 98.142 18.58
JG5 07/18/03 07/23/02 98.160 18.40
JK6 07/21/03 07/26/02 98.221 17.79
JL4 07/22/03 02/05/03 99.448 5.52
JM2 07/23/03 07/31/02 98.205 17.95
Discount to be
--------- -------- -------- --------------- -------------------
JN0 07/24/03 07/30/02 98.195 18.05
JP5 07/25/03 07/31/02 98.203 17.97
JS9 07/28/03 11/01/02 98.954 10.46
JT7 07/29/03 11/04/02 98.965 10.35
JU4 07/30/03 10/25/02 98.749 12.51
JV2 07/31/03 08/06/02 98.414 15.86
JW0 08/01/03 08/07/02 98.413 15.87
JZ3 08/04/03 08/09/02 98.400 16.00
313384KA6 08/05/03 11/07/02 98.929 10.71
KB4 08/06/03 09/23/02 98.565 14.35
KC2 08/07/03 08/15/02 98.364 16.36
KD0 08/08/03 08/15/02 98.424 15.76
KG3 08/11/03 08/16/02 98.350 16.50
KH1 08/12/03 08/19/02 98.250 17.50
KJ7 08/13/03 08/20/02 98.329 16.71
KK4 08/14/03 08/19/02 98.260 17.40
KL2 08/15/03 08/20/02 98.300 17.00
KP3 08/18/03 08/23/02 98.340 16.60
KQ1 08/19/03 02/20/03 99.405 5.95
KR9 08/20/03 02/19/03 99.379 6.21
KS7 08/21/03 08/29/02 98.324 16.76
KT5 08/22/03 08/27/02 98.270 17.30
KW8 08/25/03 01/27/03 99.323 6.77
KX6 08/26/03 09/04/02 98.398 16.02
KY4 08/27/03 09/09/02 98.348 16.52
KZ1 08/28/03 09/05/02 98.423 15.77
313384LA5 08/29/03 09/04/02 98.346 16.54
LE7 09/02/03 09/09/02 98.309 16.91
LF4 09/03/03 09/09/02 98.305 16.95
LG2 09/04/03 09/09/02 98.300 17.00
LH0 09/05/03 09/11/02 98.215 17.85
LL1 09/08/03 09/13/02 98.300 17.00
LM9 09/09/03 02/12/03 99.321 6.79
LN7 09/10/03 02/10/03 99.311 6.89
LP2 09/11/03 02/25/03 99.346 6.54
LQ0 09/12/03 09/17/02 98.250 17.50
LT4 09/15/03 09/20/02 98.340 16.60
LU1 09/16/03 02/10/03 99.292 7.08
LV9 09/17/03 12/31/02 99.133 8.67
LW7 09/18/03 06/17/03 99.770 2.30
LX5 09/19/03 09/25/02 98.365 16.35
313384MA4 09/22/03 09/27/02 98.360 16.40
MB2 09/23/03 11/21/02 98.878 11.22
MC0 09/24/03 11/04/02 98.731 12.69
MD8 09/25/03 10/03/02 98.513 14.87
ME6 09/26/03 10/09/02 98.465 15.35
MH9 09/29/03 10/07/02 98.443 15.57
Discount to be
--------- -------- -------- --------------- -------------------
MJ5 09/30/03 10/10/02 98.452 15.48
MK2 10/01/03 10/09/02 98.423 15.77
ML0 10/02/03 10/09/02 98.419 15.81
MM8 10/03/03 10/08/02 98.400 16.00
MQ9 10/06/03 10/21/02 98.376 16.24
MR7 10/07/03 10/21/02 98.372 16.28
MS5 10/08/03 01/17/03 99.091 9.09
MT3 10/09/03 01/24/03 99.133 8.67
MU0 10/10/03 10/15/02 98.280 17.20
MY2 10/14/03 01/23/03 99.105 8.95
MZ9 10/15/03 01/16/03 99.069 9.31
313384NA3 10/16/03 10/29/02 98.455 15.45
NB1 10/17/03 10/23/02 98.236 17.64
NE5 10/20/03 10/28/02 98.423 15.77
NF2 10/21/03 02/03/03 99.126 8.74
NG0 10/22/03 11/01/02 98.550 14.50
NH8 10/23/03 10/28/02 98.410 15.90
NJ4 10/24/03 10/31/02 98.549 14.51
NM7 10/27/03 11/01/02 98.570 14.30
NN5 10/28/03 04/30/03 99.417 5.83
NP0 10/29/03 11/05/02 98.538 14.62
NQ8 10/30/03 11/19/02 98.678 13.22
NR6 10/31/03 11/05/02 98.540 14.60
NU9 11/03/03 11/08/02 98.614 13.86
NV7 11/04/03 11/12/02 98.622 13.78
NW5 11/05/03 11/13/02 98.661 13.39
NX3 11/06/03 11/13/02 98.638 13.62
NY1 11/07/03 11/13/02 98.644 13.56
313384PB9 11/10/03 11/20/02 98.619 13.81
PD5 11/12/03 11/27/02 98.639 13.61
PE3 11/13/03 05/13/03 99.417 5.83
PF0 11/14/03 11/19/02 98.580 14.20
PJ2 11/17/03 11/22/02 98.560 14.40
PK9 11/18/03 02/19/03 99.071 9.29
PL7 11/19/03 05/21/03 99.448 5.52
PM5 11/20/03 11/25/02 98.550 14.50
PN3 11/21/03 11/26/02 98.502 14.98
PR4 11/24/03 01/31/03 98.985 10.15
PS2 11/25/03 02/06/03 98.986 10.14
PT0 11/26/03 12/02/02 98.484 15.16
PV5 11/28/03 12/04/02 98.504 14.96
PY9 12/01/03 12/06/02 98.610 13.90
PZ6 12/02/03 03/04/03 99.075 9.25
313384QA0 12/03/03 03/05/03 99.098 9.02
QB8 12/04/03 12/09/02 98.600 14.00
QC6 12/05/03 12/12/02 98.578 14.22
QF9 12/08/03 12/13/02 98.581 14.19
Discount to be
--------- -------- -------- --------------- -------------------
QG7 12/09/03 07/14/03 99.614 3.86
QH5 12/10/03 12/16/02 98.654 13.46
QJ1 12/11/03 12/16/02 98.580 14.20
QK8 12/12/03 12/17/02 98.590 14.10
QN2 12/15/03 12/20/02 98.632 13.68
QP7 12/16/03 12/23/02 98.653 13.47
QQ5 12/17/03 05/15/03 99.316 6.84
QR3 12/18/03 12/23/02 98.650 13.50
QS1 12/19/03 12/26/02 98.677 13.23
QV4 12/22/03 12/30/02 98.748 12.52
QW2 12/23/03 01/09/03 98.714 12.86
QX0 12/24/03 12/30/02 98.724 12.76
QZ5 12/26/03 06/16/03 99.534 4.66
313384RC5 12/29/03 01/07/03 98.675 13.25
RD3 12/30/03 01/07/03 98.651 13.49
RE1 12/31/03 07/02/03 99.509 4.91
Section III-D
FEDERAL NATIONAL MORTGAGE ASSOCIATION

Discount to be
--------- -------- -------- --------------- -------------------
313588AB1 01/02/03 02/11/02 98.149 18.51
AC9 01/03/03 09/05/02 99.467 5.33
AF2 01/06/03 04/05/02 98.214 17.86
AG0 01/07/03 08/01/02 99.276 7.24
AH8 01/08/03 04/24/02 98.446 15.54
AJ4 01/09/03 04/23/02 98.441 15.59
AK1 01/10/03 01/16/02 98.135 18.65
AN5 01/13/03 03/15/02 97.982 20.18
AP0 01/14/03 09/16/02 99.443 5.57
AQ8 01/15/03 04/15/02 98.266 17.34
AR6 01/16/03 03/21/02 97.910 20.90
AS4 01/17/03 03/14/02 97.949 20.51
AW5 01/21/03 04/25/02 98.382 16.18
AX3 01/22/03 04/25/02 98.398 16.02
AY1 01/23/03 05/17/02 98.543 14.57
AZ8 01/24/03 04/25/02 98.364 16.36
313588BC8 01/27/03 06/07/02 98.707 12.93
BD6 01/28/03 12/05/02 99.810 1.90
BE4 01/29/03 06/24/02 98.893 11.07
BF1 01/30/03 04/29/02 98.375 16.25
BG9 01/31/03 04/02/02 97.923 20.77
BK0 02/03/03 02/08/02 97.847 21.53
BL8 02/04/03 04/02/02 97.793 22.07
BM6 02/05/03 05/09/02 98.383 16.17
BN4 02/06/03 05/03/02 98.349 16.51
BP9 02/07/03 02/13/02 97.737 22.63
BS3 02/10/03 04/08/02 97.981 20.19
BT1 02/11/03 05/13/02 98.424 15.76
BU8 02/12/03 08/14/02 99.229 7.71
BV6 02/13/03 09/12/02 99.281 7.19
BW4 02/14/03 03/12/02 97.618 23.82
313588CA1 02/18/03 04/19/02 98.085 19.15
CB9 02/19/03 08/21/02 99.178 8.22
CC7 02/20/03 04/24/02 98.112 18.88
CD5 02/21/03 04/19/02 98.066 19.34
CG8 02/24/03 12/17/02 99.755 2.45
CH6 02/25/03 03/18/02 97.496 25.04
CJ2 02/26/03 03/04/02 97.676 23.24
CK9 02/27/03 03/08/02 97.459 25.41
CL7 02/28/03 04/24/02 98.054 19.46
CP8 03/03/03 05/06/02 98.177 18.23
CQ6 03/04/03 10/02/02 99.341 6.59
CR4 03/05/03 09/04/02 99.191 8.09
CS2 03/06/03 06/04/02 98.411 15.89
CT0 03/07/03 03/13/02 97.442 25.58
CW3 03/10/03 06/11/02 98.451 15.49
CX1 03/11/03 06/11/02 98.445 15.55
CY9 03/12/03 08/15/02 99.089 9.11
CZ6 03/13/03 10/10/02 99.333 6.67
Section III-D (continued)
Discount to be
--------- -------- -------- --------------- -------------------
313588DA0 03/14/03 04/17/02 97.839 21.61
DD4 03/17/03 08/27/02 99.085 9.15
DE2 03/18/03 01/14/03 99.787 2.13
DF9 03/19/03 09/18/02 99.161 8.39
DG7 03/20/03 11/22/02 99.590 4.10
DH5 03/21/03 08/23/02 99.061 9.39
DL6 03/24/03 07/10/02 98.729 12.71
DM4 03/25/03 04/18/02 97.793 22.07
DN2 03/26/03 09/25/02 99.163 8.37
DP7 03/27/03 11/25/02 99.573 4.27
DQ5 03/28/03 08/01/02 98.911 10.89
DT9 03/31/03 04/25/02 97.866 21.34
DU6 04/01/03 06/21/02 98.477 15.23
DV4 04/02/03 10/02/02 99.216 7.84
DW2 04/03/03 11/05/02 99.441 5.59
DX0 04/04/03 04/10/02 97.467 25.33
313588EA9 04/07/03 07/08/02 98.590 14.10
EB7 04/08/03 11/13/02 99.497 5.03
EC5 04/09/03 06/14/02 98.331 16.69
ED3 04/10/03 07/11/02 98.627 13.73
EE1 04/11/03 11/05/02 99.411 5.89
EH4 04/14/03 08/14/02 98.988 10.12
EJ0 04/15/03 07/11/02 98.602 13.98
EK7 04/16/03 10/16/02 99.156 8.44
EL5 04/17/03 08/08/02 98.915 10.85
EM3 04/18/03 08/13/02 98.925 10.75
EQ4 04/21/03 08/28/02 98.892 11.08
ER2 04/22/03 11/26/02 99.481 5.19
ES0 04/23/03 10/23/02 99.148 8.52
ET8 04/24/03 08/23/02 98.888 11.12
EU5 04/25/03 08/29/02 98.905 10.95
EX9 04/28/03 06/05/02 97.984 20.16
EY7 04/29/03 12/18/02 99.527 4.73
EZ4 04/30/03 06/27/02 98.439 15.61
313588FA8 05/01/03 08/07/02 98.850 11.50
FB6 05/02/03 05/08/02 97.686 23.14
FE0 05/05/03 08/06/02 98.829 11.71
FF7 05/06/03 09/04/02 98.909 10.91
FG5 05/07/03 11/06/02 99.297 7.03
FH3 05/08/03 08/09/02 98.821 11.79
FJ9 05/09/03 12/04/02 99.454 5.46
FM2 05/12/03 08/13/02 98.814 11.86
FN0 05/13/03 01/15/03 99.600 4.00
FP5 05/14/03 11/13/02 99.376 6.24
FQ3 05/15/03 05/20/02 97.590 24.10
FR1 05/16/03 08/16/02 98.809 11.91
FU4 05/19/03 08/29/02 98.751 12.49
FV2 05/20/03 08/28/02 98.741 12.59
FW0 05/21/03 11/20/02 99.368 6.32
Discount to be
--------- -------- -------- --------------- -------------------
FX8 05/22/03 08/28/02 98.732 12.68
FY6 05/23/03 05/30/02 97.653 23.47
313588GC3 05/27/03 11/13/02 99.323 6.77
GD1 05/28/03 11/13/02 99.319 6.81
GE9 05/29/03 11/13/02 99.316 6.84
GF6 05/30/03 06/05/02 97.696 23.04
GJ8 06/02/03 08/12/02 98.677 13.23
GK5 06/03/03 06/28/02 98.158 18.42
GL3 06/04/03 12/04/02 99.350 6.50
GM1 06/05/03 01/08/03 99.498 5.02
GN9 06/06/03 12/09/02 99.369 6.31
GR0 06/09/03 02/11/03 99.597 4.03
GS8 06/10/03 01/29/03 99.564 4.36
GT6 06/11/03 12/11/02 99.364 6.36
GU3 06/12/03 01/14/03 99.491 5.09
GV1 06/13/03 09/13/02 98.749 12.51
GY5 06/16/03 08/16/02 98.674 13.26
GZ2 06/17/03 08/21/02 98.642 13.58
313588HA6 06/18/03 09/26/02 98.844 11.56
HB4 06/19/03 01/14/03 99.467 5.33
HC2 06/20/03 06/25/02 97.920 20.80
HF5 06/23/03 01/21/03 99.482 5.18
HG3 06/24/03 11/18/02 99.213 7.87
HH1 06/25/03 12/24/02 99.359 6.41
HJ7 06/26/03 01/21/03 99.471 5.29
HK4 06/27/03 07/03/02 98.022 19.78
HN8 06/30/03 07/12/02 98.147 18.53
HP3 07/01/03 08/19/02 98.552 14.48
HQ1 07/02/03 01/02/03 99.385 6.15
HR9 07/03/03 02/03/03 99.500 5.00
HV0 07/07/03 12/04/02 99.200 8.00
HW8 07/08/03 01/28/03 99.468 5.32
HX6 07/09/03 01/08/03 99.376 6.24
HY4 07/10/03 02/19/03 99.522 4.78
HZ1 07/11/03 10/04/02 98.802 11.98
313588JC0 07/14/03 10/16/02 98.750 12.50
JD8 07/15/03 12/12/02 99.236 7.64
JE6 07/16/03 12/11/02 99.222 7.78
JF3 07/17/03 11/12/02 99.108 8.92
JG1 07/18/03 10/16/02 98.732 12.68
JK2 07/21/03 10/23/02 98.728 12.72
JL0 07/22/03 03/25/03 99.613 3.87
JM8 07/23/03 01/22/03 99.398 6.02
JN6 07/24/03 02/25/03 99.499 5.01
JP1 07/25/03 07/31/02 98.158 18.42
JS5 07/28/03 03/14/03 99.577 4.23
JT3 07/29/03 03/05/03 99.521 4.79
JU0 07/30/03 01/29/03 99.400 6.00
JV8 07/31/03 01/23/03 99.370 6.30
Discount to be
--------- -------- -------- --------------- -------------------
JW6 08/01/03 11/26/02 99.070 9.30
JZ9 08/04/03 11/08/02 99.036 9.64
313588KA2 08/05/03 03/03/03 99.475 5.25
KB0 08/06/03 02/05/03 99.391 6.09
KC8 08/07/03 11/07/02 99.022 9.78
KD6 08/08/03 12/10/02 99.143 8.57
KG9 08/11/03 11/13/02 99.036 9.64
KH7 08/12/03 06/05/03 99.790 2.10
KJ3 08/13/03 12/17/02 99.144 8.56
KK0 08/14/03 11/15/02 99.018 9.82
KL8 08/15/03 09/10/02 98.456 15.44
KP9 08/18/03 04/21/03 99.607 3.93
KQ7 08/19/03 04/23/03 99.610 3.90
KR5 08/20/03 12/12/02 99.094 9.06
KS3 08/21/03 03/18/03 99.510 4.90
KT1 08/22/03 08/28/02 98.235 17.65
KW4 08/25/03 12/24/02 99.132 8.68
KX2 08/26/03 03/26/03 99.503 4.97
KY0 08/27/03 02/26/03 99.388 6.12
KZ7 08/28/03 12/27/02 99.153 8.47
313588LA1 08/29/03 10/04/02 98.547 14.53
LE3 09/02/03 11/26/02 98.911 10.89
LF0 09/03/03 03/05/03 99.401 5.99
LG8 09/04/03 03/31/03 99.512 4.88
LH6 09/05/03 10/24/02 98.490 15.10
LL7 09/08/03 12/11/02 98.999 10.01
LM5 09/09/03 12/12/02 99.006 9.94
LN3 09/10/03 01/10/03 99.177 8.23
LP8 09/11/03 12/10/02 98.984 10.16
LQ6 09/12/03 12/10/02 98.980 10.20
LT0 09/15/03 02/13/03 99.269 7.31
LU7 09/16/03 04/16/03 99.494 5.06
LV5 09/17/03 03/19/03 99.416 5.84
LW3 09/18/03 12/19/02 99.022 9.78
LX1 09/19/03 09/25/02 98.320 16.80
313588MA0 09/22/03 12/24/02 99.025 9.75
MB8 09/23/03 07/15/03 99.811 1.89
MC6 09/24/03 03/26/03 99.409 5.91
MD4 09/25/03 11/15/02 98.840 11.60
ME2 09/26/03 05/28/03 99.627 3.73
MH5 09/29/03 07/21/03 99.808 1.92
MJ1 09/30/03 01/29/03 99.187 8.13
MK8 10/01/03 12/05/02 98.858 11.42
ML6 10/02/03 01/02/03 99.067 9.33
MM4 10/03/03 01/06/03 99.033 9.67
MQ5 10/06/03 02/13/03 99.204 7.96
MR3 10/07/03 02/04/03 99.170 8.30
MS1 10/08/03 04/09/03 99.430 5.70
MT9 10/09/03 05/16/03 99.546 4.54
Discount to be
--------- -------- -------- --------------- -------------------
MU6 10/10/03 02/14/03 99.193 8.07
MY8 10/14/03 05/19/03 99.552 4.48
MZ5 10/15/03 12/05/02 98.744 12.56
313588NA9 10/16/03 08/13/03 99.815 1.85
NB7 10/17/03 10/23/02 98.217 17.83
NE1 10/20/03 01/15/03 99.042 9.58
NF8 10/21/03 01/15/03 99.039 9.61
NG6 10/22/03 01/14/03 99.017 9.83
NH4 10/23/03 01/24/03 99.078 9.22
NJ0 10/24/03 01/23/03 99.071 9.29
NM3 10/27/03 01/30/03 99.070 9.30
NN1 10/28/03 06/03/03 99.539 4.61
NP6 10/29/03 04/30/03 99.414 5.86
NQ4 10/30/03 01/27/03 99.072 9.28
NR2 10/31/03 12/06/02 98.766 12.34
NU5 11/03/03 12/06/02 98.755 12.45
NV3 11/04/03 06/02/03 99.513 4.87
NW1 11/05/03 05/07/03 99.442 5.58
NX9 11/06/03 06/04/03 99.539 4.61
NY7 11/07/03 02/05/03 99.060 9.40
313588PB5 11/10/03 06/04/03 99.527 4.73
PD1 11/12/03 05/14/03 99.429 5.71
PE9 11/13/03 04/17/03 99.318 6.82
PF6 11/14/03 11/20/02 98.581 14.19
PJ8 11/17/03 02/19/03 99.082 9.18
PK5 11/18/03 07/10/03 99.642 3.58
PL3 11/19/03 05/21/03 99.454 5.46
PM1 11/20/03 01/29/03 99.000 10.00
PN9 11/21/03 01/28/03 98.994 10.06
PR0 11/24/03 06/19/03 99.596 4.04
PS8 11/25/03 04/22/03 99.295 7.05
PT6 11/26/03 01/24/03 98.963 10.37
PV1 11/28/03 08/04/03 99.652 3.48
PY5 12/01/03 12/13/02 98.647 13.53
PZ2 12/02/03 03/05/03 99.078 9.22
313588QA6 12/03/03 03/05/03 99.075 9.25
QB4 12/04/03 02/27/03 99.051 9.49
QC2 12/05/03 03/27/03 99.192 8.08
QF5 12/08/03 03/11/03 99.207 7.93
QG3 12/09/03 08/01/03 99.610 3.90
QH1 12/10/03 02/18/03 99.000 10.00
QJ7 12/11/03 01/27/03 98.931 10.69
QK4 12/12/03 12/18/02 98.613 13.87
QN8 12/15/03 02/14/03 98.970 10.30
QP3 12/16/03 02/05/03 98.910 10.90
QQ1 12/17/03 02/14/03 98.963 10.37
QR9 12/18/03 01/24/03 98.870 11.30
QS7 12/19/03 02/04/03 98.896 11.04
QV0 12/22/03 02/19/03 98.963 10.37

Discount to be
--------- -------- -------- --------------- -------------------
QW8 12/23/03 01/27/03 98.873 11.27
QX6 12/24/03 01/27/03 98.842 11.58
QZ1 12/26/03 01/28/03 98.866 11.34
313588RC1 12/29/03 01/24/03 98.814 11.86
RD9 12/30/03 02/04/03 98.858 11.42
RE7 12/31/03 01/23/03 98.794 12.06
Section III-E
FEDERAL FARM CREDIT BANKS

Consolidated Systemwide Discount Notes

Discount to be
--------- -------- -------- --------------- -------------------
313312AB6 01/02/03 01/11/02 97.933 20.67
AC4 01/03/03 11/01/02 99.739 2.61
AF7 01/06/03 10/02/02 99.563 4.37
AG5 01/07/03 11/13/02 99.811 1.89
AH3 01/08/03 11/12/02 99.804 1.96
AJ9 01/09/03 09/09/02 99.427 5.73
AK6 01/10/03 06/21/02 98.957 10.43
AN0 01/13/03 10/22/02 99.606 3.94
AP5 01/14/03 10/24/02 99.611 3.89
AQ3 01/15/03 01/29/02 97.816 21.84
AR1 01/16/03 01/16/02 98.074 19.26
AS9 01/17/03 08/26/02 99.328 6.72
AW0 01/21/03 10/21/02 99.566 4.34
AX8 01/22/03 01/22/02 97.993 20.07
AY6 01/23/03 05/01/02 98.398 16.02
AZ3 01/24/03 01/24/02 97.888 21.12
313312BC3 01/27/03 10/29/02 99.588 4.12
BD1 01/28/03 10/30/02 99.605 3.95
BE9 01/29/03 01/29/02 97.688 23.12
BF6 01/30/03 01/30/02 97.759 22.41
BG4 01/31/03 09/19/02 99.371 6.29
BK5 02/03/03 02/05/02 97.792 22.08
BL3 02/04/03 12/03/02 99.774 2.26
BM1 02/05/03 12/04/02 99.774 2.26
BN9 02/06/03 06/28/02 98.866 11.34
BP4 02/07/03 02/07/02 97.759 22.41
BS8 02/10/03 12/13/02 99.789 2.11
BT6 02/11/03 05/17/02 98.358 16.42
BU3 02/12/03 06/05/02 98.551 14.49
BV1 02/13/03 02/13/02 97.698 23.02
BW9 02/14/03 04/09/02 97.866 21.34
313312CA6 02/18/03 12/17/02 99.774 2.26
CB4 02/19/03 11/19/02 99.678 3.22
CC2 02/20/03 11/20/02 99.681 3.19
CD0 02/21/03 12/19/02 99.771 2.29
CG3 02/24/03 10/25/02 99.427 5.73
CH1 02/25/03 02/25/02 97.759 22.41
CJ7 02/26/03 02/26/02 97.729 22.71
CK4 02/27/03 09/30/02 99.317 6.83
CL2 02/28/03 12/03/02 99.688 3.12
CP3 03/03/03 03/13/02 97.436 25.64
CQ1 03/04/03 08/21/02 99.095 9.05
CR9 03/05/03 12/04/02 99.674 3.26
CS7 03/06/03 03/07/02 97.573 24.27
CT5 03/07/03 03/08/02 97.381 26.19
CW8 03/10/03 09/04/02 99.148 8.52
Section III-E (continued)
Discount to be
--------- -------- -------- --------------- -------------------
CX6 03/11/03 12/09/02 99.675 3.25
CY4 03/12/03 03/13/02 97.371 26.29
CZ1 03/13/03 03/14/02 97.391 26.09
313312DA5 03/14/03 06/04/02 98.333 16.67
DD9 03/17/03 10/23/02 99.315 6.85
DE7 03/18/03 11/18/02 99.577 4.23
DF4 03/19/03 02/26/03 99.927 0.73
DG2 03/20/03 05/24/02 98.142 18.58
DH0 03/21/03 09/17/02 99.116 8.84
DL1 03/24/03 12/30/02 99.706 2.94
DM9 03/25/03 12/31/02 99.711 2.89
DN7 03/26/03 03/04/03 99.924 0.76
DP2 03/27/03 03/06/03 99.929 0.71
DQ0 03/28/03 03/04/03 99.917 0.83
DT4 03/31/03 09/20/02 99.104 8.96
DU1 04/01/03 01/02/03 99.691 3.09
DV9 04/02/03 03/03/03 99.896 1.04
DW7 04/03/03 03/18/03 99.948 0.52
DX5 04/04/03 10/04/02 99.181 8.19
313312EA4 04/07/03 10/08/02 99.196 8.04
EB2 04/08/03 11/21/02 99.509 4.91
EC0 04/09/03 03/20/03 99.934 0.66
ED8 04/10/03 10/11/02 99.196 8.04
EE6 04/11/03 08/16/02 98.922 10.78
EH9 04/14/03 06/14/02 98.168 18.32
EJ5 04/15/03 06/17/02 98.297 17.03
EK2 04/16/03 04/01/03 99.950 0.50
EL0 04/17/03 04/01/03 99.947 0.53
EQ9 04/21/03 03/31/03 99.929 0.71
ER7 04/22/03 10/22/02 99.130 8.70
ES5 04/23/03 04/04/03 99.938 0.62
ET3 04/24/03 04/04/03 99.934 0.66
EU0 04/25/03 11/26/02 99.458 5.42
EX4 04/28/03 10/29/02 99.206 7.94
EY2 04/29/03 10/30/02 99.236 7.64
EZ9 04/30/03 05/01/02 97.563 24.37
313312FA3 05/01/03 09/20/02 98.959 10.41
FB1 05/02/03 03/11/03 99.840 1.60
FE5 05/05/03 11/04/02 99.257 7.43
FF2 05/06/03 10/31/02 99.221 7.79
FG0 05/07/03 11/06/02 99.272 7.28
FH8 05/08/03 04/21/03 99.944 0.56
FJ4 05/09/03 10/09/02 99.058 9.42
FM7 05/12/03 02/12/03 99.696 3.04
FN5 05/13/03 04/22/03 99.931 0.69
FP0 05/14/03 08/12/02 98.778 12.22
Discount to be
--------- -------- -------- --------------- -------------------
FQ8 05/15/03 07/23/02 98.528 14.72
FR6 05/16/03 08/13/02 98.758 12.42
FU9 05/19/03 02/19/03 99.696 3.04
FV7 05/20/03 02/20/03 99.696 3.04
FW5 05/21/03 05/01/03 99.935 0.65
FX3 05/22/03 11/22/02 99.346 6.54
FY1 05/23/03 05/24/02 97.573 24.27
313312GC8 05/27/03 02/26/03 99.690 3.10
GD6 05/28/03 09/30/02 98.933 10.67
GE4 05/29/03 05/01/03 99.909 0.91
GF1 05/30/03 09/27/02 98.863 11.37
GJ3 06/02/03 12/18/02 99.401 5.99
GK0 06/03/03 12/03/02 99.328 6.72
GL8 06/04/03 04/23/03 99.861 1.39
GM6 06/05/03 12/09/02 99.367 6.33
GN4 06/06/03 12/06/02 99.353 6.47
GR5 06/09/03 01/07/03 99.465 5.35
GS3 06/10/03 09/19/02 98.768 12.32
GT1 06/11/03 11/13/02 99.253 7.47
GU8 06/12/03 09/04/02 98.720 12.80
GV6 06/13/03 12/13/02 99.343 6.57
GY0 06/16/03 10/03/02 98.905 10.95
GZ7 06/17/03 09/30/02 98.844 11.56
313312HA1 06/18/03 08/12/02 98.614 13.86
HB9 06/19/03 12/17/02 99.336 6.64
HC7 06/20/03 04/24/03 99.813 1.87
HF0 06/23/03 05/30/03 99.919 0.81
HG8 06/24/03 12/24/02 99.348 6.52
HH6 06/25/03 12/18/02 99.318 6.82
HJ2 06/26/03 06/10/03 99.948 0.52
HK9 06/27/03 05/09/03 99.841 1.59
HN3 06/30/03 12/30/02 99.358 6.42
HP8 07/01/03 09/20/02 98.667 13.33
HQ6 07/02/03 01/02/03 99.367 6.33
HR4 07/03/03 01/03/03 99.361 6.39
HV5 07/07/03 01/07/03 99.361 6.39
HW3 07/08/03 05/28/03 99.866 1.34
HX1 07/09/03 11/15/02 99.108 8.92
HY9 07/10/03 05/29/03 99.861 1.39
HZ6 07/11/03 01/14/03 99.377 6.23
313312JC5 07/14/03 11/14/02 99.119 8.81
JD3 07/15/03 08/22/02 98.420 15.80
JE1 07/16/03 05/21/03 99.821 1.79
JF8 07/17/03 05/30/03 99.841 1.59
JG6 07/18/03 09/12/02 98.498 15.02
JK7 07/21/03 09/17/02 98.499 15.01
Discount to be
--------- -------- -------- --------------- -------------------
JL5 07/22/03 10/25/02 98.748 12.52
JM3 07/23/03 06/11/03 99.872 1.28
JN1 07/24/03 06/12/03 99.876 1.24
JP6 07/25/03 09/26/02 98.582 14.18
JS0 07/28/03 10/29/02 98.821 11.79
JT8 07/29/03 12/30/02 99.250 7.50
JU5 07/30/03 10/31/02 98.867 11.33
JV3 07/31/03 01/30/03 99.373 6.27
JW1 08/01/03 01/02/03 99.262 7.38
JZ4 08/04/03 11/04/02 98.900 11.00
313312KA7 08/05/03 08/08/02 98.371 16.29
KB5 08/06/03 10/29/02 98.775 12.25
KC3 08/07/03 02/06/03 99.378 6.22
KD1 08/08/03 06/09/03 99.815 1.85
KG4 08/11/03 05/09/03 99.700 3.00
KH2 08/12/03 05/20/03 99.732 2.68
KJ8 08/13/03 07/11/03 99.911 0.89
KK5 08/14/03 08/30/02 98.313 16.87
KL3 08/15/03 11/07/02 98.962 10.38
KP4 08/18/03 07/22/03 99.927 0.73
KQ2 08/19/03 08/07/03 99.968 0.32
KR0 08/20/03 05/20/03 99.706 2.94
KS8 08/21/03 08/30/02 98.279 17.21
KT6 08/22/03 01/09/03 99.200 8.00
KW9 08/25/03 02/24/03 99.373 6.27
KX7 08/26/03 08/18/03 99.978 0.22
KY5 08/27/03 02/26/03 99.373 6.27
KZ2 08/28/03 08/21/03 99.982 0.18
313312LA6 08/29/03 10/22/02 98.462 15.38
LE8 09/02/03 06/02/03 99.701 2.99
LF5 09/03/03 12/13/02 99.017 9.83
LG3 09/04/03 07/02/03 99.828 1.72
LH1 09/05/03 11/06/02 98.771 12.29
LL2 09/08/03 05/12/03 99.617 3.83
LM0 09/09/03 07/10/03 99.836 1.64
LN8 09/10/03 07/15/03 99.845 1.55
LP3 09/11/03 08/13/03 99.917 0.83
LQ1 09/12/03 07/11/03 99.830 1.70
LT5 09/15/03 12/17/02 98.980 10.20
LU2 09/16/03 09/02/03 99.961 0.39
LV0 09/17/03 06/17/03 99.760 2.40
LW8 09/18/03 08/15/03 99.904 0.96
LX6 09/19/03 04/23/03 99.503 4.97
313312MA5 09/22/03 05/07/03 99.563 4.37
MB3 09/23/03 03/27/03 99.405 5.95
MC1 09/24/03 10/31/02 98.624 13.76
Discount to be
--------- -------- -------- --------------- -------------------
MD9 09/25/03 09/04/03 99.942 0.58
ME7 09/26/03 12/13/02 98.924 10.76
MH0 09/29/03 02/28/03 99.260 7.40
MJ6 09/30/03 09/17/03 99.966 0.34
MK3 10/01/03 07/01/03 99.752 2.48
ML1 10/02/03 10/02/02 98.398 16.02
MM9 10/03/03 02/03/03 99.160 8.40
MQ0 10/06/03 02/03/03 99.149 8.51
MR8 10/07/03 11/07/02 98.710 12.90
MS6 10/08/03 07/15/03 99.769 2.31
MT4 10/09/03 04/23/03 99.432 5.68
MU1 10/10/03 07/11/03 99.755 2.45
MY3 10/14/03 11/13/02 98.707 12.93
MZ0 10/15/03 12/27/02 98.929 10.71
313312NA4 10/16/03 09/10/03 99.899 1.01
NB2 10/17/03 10/18/02 98.210 17.90
NE6 10/20/03 09/26/03 99.932 0.68
NF3 10/21/03 10/03/03 99.951 0.49
NG1 10/22/03 10/03/03 99.948 0.52
NH9 10/23/03 10/06/03 99.954 0.46
NJ5 10/24/03 07/29/03 99.751 2.49
NM8 10/27/03 02/03/03 99.069 9.31
NN6 10/28/03 12/30/02 98.909 10.91
NP1 10/29/03 10/08/03 99.945 0.55
NQ9 10/30/03 10/10/03 99.947 0.53
NR7 10/31/03 11/01/02 98.514 14.86
NU0 11/03/03 12/13/02 98.723 12.77
NV8 11/04/03 11/04/02 98.459 15.41
NW6 11/05/03 09/05/03 99.827 1.73
NX4 11/06/03 11/06/02 98.479 15.21
NY2 11/07/03 11/07/02 98.560 14.40
313312PB0 11/10/03 05/06/03 99.389 6.11
PD6 11/12/03 09/12/03 99.829 1.71
PE4 11/13/03 12/27/02 98.814 11.86
PF1 11/14/03 04/24/03 99.320 6.80
PJ3 11/17/03 12/04/02 98.540 14.60
PK0 11/18/03 09/26/03 99.848 1.52
PL8 11/19/03 09/19/03 99.831 1.69
PM6 11/20/03 04/24/03 99.300 7.00
PN4 11/21/03 11/22/02 98.443 15.57
PR5 11/24/03 05/23/03 99.430 5.70
PS3 11/25/03 11/27/02 98.467 15.33
PT1 11/26/03 08/26/03 99.734 2.66
PY0 12/01/03 05/01/03 99.316 6.84
PZ7 12/02/03 06/03/03 99.424 5.76
313312QA1 12/03/03 12/03/02 98.428 15.72
Discount to be
--------- -------- -------- --------------- -------------------
QB9 12/04/03 10/03/03 99.826 1.74
QC7 12/05/03 01/31/03 98.922 10.78
QF0 12/08/03 09/08/03 99.740 2.60
QG8 12/09/03 11/13/03 99.929 0.71
QH6 12/10/03 12/10/02 98.530 14.70
QJ2 12/11/03 11/14/03 99.926 0.74
QK9 12/12/03 09/05/03 99.720 2.80
QN3 12/15/03 02/26/03 98.986 10.14
QP8 12/16/03 10/21/03 99.843 1.57
QQ6 12/17/03 09/15/03 99.734 2.66
QR4 12/18/03 12/18/02 98.560 14.40
QS2 12/19/03 03/27/03 99.117 8.83
QV5 12/22/03 09/24/03 99.750 2.50
QW3 12/23/03 09/23/03 99.742 2.58
313312RC6 12/29/03 02/28/03 98.944 10.56
RD4 12/30/03 12/30/02 98.652 13.48
RE2 12/31/03 10/02/03 99.748 2.52
Section III-F
FEDERAL HOME LOAN MORTGAGE CORPORATION

Discount to be
--------- -------- -------- --------------- -------------------
313396AB9 01/02/03 01/02/02 97.729 22.71
AC7 01/03/03 02/21/02 98.183 18.17
AF0 01/06/03 01/15/02 98.190 18.10
AG8 01/07/03 11/12/02 99.810 1.90
AH6 01/08/03 01/09/02 97.890 21.10
AJ2 01/09/03 10/08/02 99.575 4.25
AK9 01/10/03 01/11/02 97.927 20.73
AN3 01/13/03 01/18/02 98.000 20.00
AP8 01/14/03 11/18/02 99.803 1.97
AQ6 01/15/03 07/12/02 99.117 8.83
AR4 01/16/03 10/15/02 99.563 4.37
AS2 01/17/03 02/01/02 97.832 21.68
AW3 01/21/03 11/25/02 99.803 1.97
AX1 01/22/03 02/05/02 97.943 20.57
AY9 01/23/03 10/22/02 99.561 4.39
AZ6 01/24/03 07/11/02 99.064 9.36
313396BC6 01/27/03 03/13/02 97.849 21.51
BD4 01/28/03 12/02/02 99.799 2.01
BE2 01/29/03 06/20/02 98.885 11.15
BF9 01/30/03 01/30/02 97.668 23.32
BG7 01/31/03 03/15/02 97.764 22.36
BK8 02/03/03 07/25/02 99.126 8.74
BL6 02/04/03 12/09/02 99.799 2.01
BM4 02/05/03 02/07/02 97.872 21.28
BN2 02/06/03 11/05/02 99.632 3.68
BP7 02/07/03 02/07/02 97.861 21.39
BS1 02/10/03 10/24/02 99.488 5.12
BT9 02/11/03 12/16/02 99.797 2.03
BU6 02/12/03 02/14/02 97.762 22.38
BV4 02/13/03 11/12/02 99.680 3.20
BW2 02/14/03 02/15/02 97.755 22.45
313396CA9 02/18/03 12/23/02 99.798 2.02
CB7 02/19/03 10/22/02 99.443 5.57
CC5 02/20/03 10/16/02 99.425 5.75
CD3 02/21/03 11/07/02 99.635 3.65
CG6 02/24/03 11/15/02 99.654 3.46
CH4 02/25/03 12/30/02 99.802 1.98
CJ0 02/26/03 01/08/03 99.834 1.66
CK7 02/27/03 02/27/02 97.729 22.71
CL5 02/28/03 06/17/02 98.663 13.37
CP6 03/03/03 03/07/02 97.643 23.57
CQ4 03/04/03 01/06/03 99.804 1.96
CR2 03/05/03 12/31/02 99.787 2.13
CS0 03/06/03 12/03/02 99.672 3.28
CT8 03/07/03 03/27/02 97.413 25.87
CW1 03/10/03 12/27/02 99.749 2.51
CX9 03/11/03 01/13/03 99.807 1.93
CY7 03/12/03 10/18/02 99.331 6.69
Section III-F (continued)
Discount to be
--------- -------- -------- --------------- -------------------
CZ4 03/13/03 12/10/02 99.669 3.31
313396DA8 03/14/03 07/09/02 98.746 12.54
DD2 03/17/03 10/18/02 99.317 6.83
DE0 03/18/03 01/21/03 99.812 1.88
DF7 03/19/03 03/21/02 97.439 25.61
DG5 03/20/03 12/17/02 99.671 3.29
DH3 03/21/03 04/18/02 97.847 21.53
DL4 03/24/03 03/18/03 99.981 0.19
DM2 03/25/03 01/27/03 99.812 1.88
DN0 03/26/03 10/16/02 99.271 7.29
DP5 03/27/03 03/27/02 97.162 28.38
DQ3 03/28/03 06/17/02 98.470 15.30
DT7 03/31/03 04/08/02 97.442 25.58
DU4 04/01/03 10/01/02 99.242 7.58
DV2 04/02/03 04/03/02 97.270 27.30
DW0 04/03/03 12/03/02 99.577 4.23
DX8 04/04/03 12/13/02 99.611 3.89
313396EA7 04/07/03 04/08/02 97.422 25.78
EB5 04/08/03 02/10/03 99.807 1.93
EC3 04/09/03 12/17/02 99.598 4.02
ED1 04/10/03 01/07/03 99.678 3.22
EE9 04/11/03 04/17/02 97.527 24.73
EH2 04/14/03 12/16/02 99.580 4.20
EJ8 04/15/03 05/30/02 98.018 19.82
EK5 04/16/03 07/05/02 98.504 14.96
EL3 04/17/03 01/14/03 99.681 3.19
EM1 04/18/03 05/24/02 97.953 20.47
EQ2 04/21/03 11/21/02 99.480 5.20
ER0 04/22/03 01/31/03 99.730 2.70
ES8 04/23/03 12/18/02 99.556 4.44
ET6 04/24/03 04/24/02 97.486 25.14
EU3 04/25/03 05/01/02 97.657 23.43
EX7 04/28/03 06/04/02 98.014 19.86
EY5 04/29/03 02/26/03 99.792 2.08
EZ2 04/30/03 05/29/02 97.825 21.75
313396FA6 05/01/03 12/24/02 99.559 4.41
FB4 05/02/03 05/03/02 97.654 23.46
FE8 05/05/03 04/28/03 99.978 0.22
FF5 05/06/03 03/10/03 99.824 1.76
FG3 05/07/03 05/06/03 99.997 0.03
FH1 05/08/03 02/04/03 99.683 3.17
FJ7 05/09/03 05/24/02 97.774 22.26
FM0 05/12/03 05/09/03 99.991 0.09
FN8 05/13/03 03/17/03 99.817 1.83
FP3 05/14/03 11/04/02 99.263 7.37
FQ1 05/15/03 02/11/03 99.682 3.18
FR9 05/16/03 10/28/02 99.139 8.61
FU2 05/19/03 10/18/02 99.012 9.88
Discount to be
--------- -------- -------- --------------- -------------------
FV0 05/20/03 03/24/03 99.812 1.88
FW8 05/21/03 04/23/03 99.911 0.89
FX6 05/22/03 05/22/02 97.536 24.64
FY4 05/23/03 10/24/02 99.027 9.73
313396GC1 05/27/03 03/31/03 99.814 1.86
GD9 05/28/03 11/14/02 99.334 6.66
GE7 05/29/03 11/13/02 99.316 6.84
GF4 05/30/03 07/10/02 98.245 17.55
GJ6 06/02/03 11/01/02 99.178 8.22
GK3 06/03/03 07/03/02 98.185 18.15
GM9 06/05/03 03/04/03 99.683 3.17
GN7 06/06/03 12/13/02 99.392 6.08
GR8 06/09/03 04/07/03 99.801 1.99
GS6 06/10/03 12/02/02 99.314 6.86
GU1 06/12/03 03/11/03 99.716 2.84
GV9 06/13/03 06/25/02 98.009 19.91
GY3 06/16/03 06/25/02 97.993 20.07
GZ0 06/17/03 02/06/03 99.560 4.40
313396HA4 06/18/03 07/18/02 98.251 17.49
HB2 06/19/03 06/19/02 97.830 21.70
HC0 06/20/03 11/18/02 99.239 7.61
HF3 06/23/03 06/25/02 97.933 20.67
HG1 06/24/03 01/24/03 99.497 5.03
HH9 06/25/03 06/27/02 97.983 20.17
HJ5 06/26/03 01/30/03 99.514 4.86
HK2 06/27/03 07/01/02 97.994 20.06
HN6 06/30/03 07/01/02 97.978 20.22
HP1 07/01/03 12/02/02 99.256 7.44
HQ9 07/02/03 01/15/03 99.435 5.65
HR7 07/03/03 04/01/03 99.704 2.96
HV8 07/07/03 12/05/02 99.239 7.61
HW6 07/08/03 05/12/03 99.819 1.81
HX4 07/09/03 05/02/03 99.785 2.15
HY2 07/10/03 02/25/03 99.546 4.54
HZ9 07/11/03 08/21/02 98.542 14.58
313396JD6 07/15/03 04/01/03 99.668 3.32
JE4 07/16/03 02/25/03 99.526 4.74
JF1 07/17/03 07/17/02 98.053 19.47
JG9 07/18/03 10/18/02 98.703 12.97
JK0 07/21/03 11/22/02 99.130 8.70
JL8 07/22/03 05/08/03 99.768 2.32
JM6 07/23/03 10/24/02 98.738 12.62
JN4 07/24/03 04/22/03 99.694 3.06
JP9 07/25/03 10/25/02 98.749 12.51
JS3 07/28/03 01/29/03 99.405 5.95
JT1 07/29/03 06/02/03 99.813 1.87
JU8 07/30/03 07/30/02 98.155 18.45
JV6 07/31/03 03/31/03 99.610 3.90

Discount to be
--------- -------- -------- --------------- -------------------
JW4 08/01/03 08/02/02 98.301 16.99
JZ7 08/04/03 12/04/02 99.096 9.04
313396KA0 08/05/03 03/06/03 99.493 5.07
KB8 08/06/03 08/05/03 99.998 0.02
KC6 08/07/03 03/27/03 99.575 4.25
KD4 08/08/03 09/04/02 98.545 14.55
KG7 08/11/03 02/26/03 99.442 5.58
KH5 08/12/03 02/26/03 99.439 5.61
KJ1 08/13/03 10/15/02 98.624 13.76
KK8 08/14/03 08/14/02 98.312 16.88
KL6 08/15/03 08/26/02 98.309 16.91
KP7 08/18/03 02/25/03 99.415 5.85
KQ5 08/19/03 02/26/03 99.415 5.85
KR3 08/20/03 02/05/03 99.341 6.59
KS1 08/21/03 02/24/03 99.402 5.98
KT9 08/22/03 08/23/02 98.291 17.09
KW2 08/25/03 10/01/02 98.606 13.94
KX0 08/26/03 06/30/03 99.846 1.54
KY8 08/27/03 01/06/03 99.191 8.09
KZ5 08/28/03 03/03/03 99.402 5.98
313396LA9 08/29/03 08/29/02 98.276 17.24
LE1 09/02/03 12/24/02 99.125 8.75
LF8 09/03/03 09/03/02 98.327 16.73
LG6 09/04/03 04/03/03 99.521 4.79
LH4 09/05/03 09/30/02 98.602 13.98
LL5 09/08/03 03/06/03 99.380 6.20
LM3 09/09/03 05/27/03 99.673 3.27
LN1 09/10/03 12/11/02 98.991 10.09
LP6 09/11/03 09/11/02 98.178 18.22
LQ4 09/12/03 09/17/02 98.222 17.78
LT8 09/15/03 12/09/02 99.004 9.96
LU5 09/16/03 07/02/03 99.795 2.05
LV3 09/17/03 10/17/02 98.362 16.38
LW1 09/18/03 06/17/03 99.750 2.50
LX9 09/19/03 09/19/02 98.276 17.24
313396MA8 09/22/03 10/23/02 98.376 16.24
MB6 09/23/03 05/15/03 99.585 4.15
MC4 09/24/03 10/24/02 98.399 16.01
MD2 09/25/03 05/21/03 99.612 3.88
ME0 09/26/03 10/21/02 98.376 16.24
MH3 09/29/03 10/01/02 98.467 15.33
MJ9 09/30/03 11/26/02 98.802 11.98
MK6 10/01/03 10/02/02 98.463 15.37
ML4 10/02/03 05/15/03 99.561 4.39
MM2 10/03/03 05/05/03 99.518 4.82
MQ3 10/06/03 05/05/03 99.512 4.88
MR1 10/07/03 05/22/03 99.582 4.18
MS9 10/08/03 03/25/03 99.365 6.35

Discount to be
--------- -------- -------- --------------- -------------------
MT7 10/09/03 10/09/02 98.322 16.78
MU4 10/10/03 05/22/03 99.569 4.31
MY6 10/14/03 08/05/03 99.796 2.04
MZ3 10/15/03 10/16/02 98.239 17.61
313396NA7 10/16/03 07/15/03 99.738 2.62
NB5 10/17/03 10/22/02 98.200 18.00
NE9 10/20/03 10/22/02 98.185 18.15
NF6 10/21/03 06/10/03 99.616 3.84
NG4 10/22/03 10/23/02 98.206 17.94
NH2 10/23/03 07/22/03 99.733 2.67
NJ8 10/24/03 12/26/02 98.935 10.65
NM1 10/27/03 10/28/02 98.402 15.98
NN9 10/28/03 04/17/03 99.353 6.47
NP4 10/29/03 04/01/03 99.349 6.51
NQ2 10/30/03 04/01/03 99.346 6.54
NR0 10/31/03 11/21/02 98.643 13.57
NU3 11/03/03 11/19/02 98.691 13.09
NV1 11/04/03 07/21/03 99.706 2.94
NW9 11/05/03 06/11/03 99.600 4.00
NX7 11/06/03 11/06/02 98.499 15.01
NY5 11/07/03 01/03/03 98.888 11.12
313396PB3 11/10/03 11/19/02 98.616 13.84
PD9 11/12/03 11/14/02 98.659 13.41
PE7 11/13/03 12/05/02 98.647 13.53
PF4 11/14/03 11/15/02 98.635 13.65
PJ6 11/17/03 12/05/02 98.622 13.78
PK3 11/18/03 06/05/03 99.502 4.98
PL1 11/19/03 02/26/03 99.106 8.94
PM9 11/20/03 01/31/03 98.999 10.01
PN7 11/21/03 03/28/03 99.246 7.54
PR8 11/24/03 06/23/03 99.619 3.81
PS6 11/25/03 05/27/03 99.462 5.38
PT4 11/26/03 11/26/02 98.479 15.21
PV9 11/28/03 04/24/03 99.285 7.15
PY3 12/01/03 05/16/03 99.392 6.08
PZ0 12/02/03 06/02/03 99.441 5.59
313396QB2 12/04/03 12/04/02 98.428 15.72
QC0 12/05/03 02/04/03 98.944 10.56
QF3 12/08/03 05/07/03 99.349 6.51
QG1 12/09/03 07/07/03 99.587 4.13
QH9 12/10/03 12/11/02 98.584 14.16
QJ5 12/11/03 05/16/03 99.356 6.44
QK2 12/12/03 01/23/03 98.887 11.13
QN6 12/15/03 01/07/03 98.718 12.82
QP1 12/16/03 06/13/03 99.499 5.01
QQ9 12/17/03 12/17/02 98.570 14.30
QR7 12/18/03 02/13/03 98.973 10.27
QS5 12/19/03 01/14/03 98.776 12.24

Discount to be
--------- -------- -------- --------------- -------------------
QV8 12/22/03 12/24/02 98.669 13.31
QW6 12/23/03 06/17/03 99.501 4.99
QX4 12/24/03 06/26/03 99.558 4.42
QZ9 12/26/03 08/15/03 99.612 3.88
313396RC9 12/29/03 01/17/03 98.763 12.37
RD7 12/30/03 02/04/03 98.858 11.42
RE5 12/31/03 12/31/02 98.677 13.23
Section III-G
FEDERAL AGRICULTURAL MORTGAGE CORPORATION

Discount to be
--------- -------- -------- --------------- -------------------
31315KAB6 01/02/03 12/31/02 99.996 0.04
AC4 01/03/03 01/08/02 97.860 21.40
AF7 01/06/03 09/13/02 99.444 5.56
AG5 01/07/03 09/23/02 99.494 5.06
AH3 01/08/03 09/30/02 99.525 4.75
AJ9 01/09/03 10/01/02 99.536 4.64
AK6 01/10/03 09/20/02 99.465 5.35
AN0 01/13/03 10/04/02 99.531 4.69
AP5 01/14/03 10/15/02 99.565 4.35
AQ3 01/15/03 10/09/02 99.535 4.65
AR1 01/16/03 01/15/03 99.996 0.04
AS9 01/17/03 01/16/03 99.997 0.03
AW0 01/21/03 10/16/02 99.528 4.72
AX8 01/22/03 01/21/03 99.997 0.03
AY6 01/23/03 01/22/03 99.997 0.03
AZ3 01/24/03 10/23/02 99.548 4.52
31315KBC3 01/27/03 12/19/02 99.859 1.41
BD1 01/28/03 01/27/03 99.997 0.03
BE9 01/29/03 01/28/03 99.997 0.03
BF6 01/30/03 10/25/02 99.534 4.66
B64 01/31/03 10/30/02 99.589 4.11
BK5 02/03/03 11/04/02 99.611 3.89
BL3 02/04/03 10/31/02 99.573 4.27
BM1 02/05/03 02/04/03 99.997 0.03
BN9 02/06/03 02/05/03 99.997 0.03
BP4 02/07/03 08/01/02 99.098 9.02
BS8 02/10/03 01/15/03 99.908 0.92
BT6 02/11/03 02/10/03 99.997 0.03
BU3 02/12/03 11/20/02 99.697 3.03
BV1 02/13/03 01/13/03 99.890 1.10
BW9 02/14/03 02/19/02 97.750 22.50
31315KCA6 02/18/03 11/18/02 99.670 3.30
CB4 02/19/03 02/18/03 99.996 0.04
CC2 02/20/03 02/19/03 99.997 0.03
CD0 02/21/03 02/20/03 99.997 0.03
CG3 02/24/03 11/25/02 99.671 3.29
CH1 02/25/03 02/24/03 99.997 0.03
CJ7 02/26/03 11/25/02 99.664 3.36
CK4 02/27/03 01/30/03 99.904 0.96
CL2 02/28/03 10/15/02 99.354 6.46
CP3 03/03/03 12/02/02 99.669 3.31
CQ1 03/04/03 02/07/03 99.913 0.87
CR9 03/05/03 03/04/03 99.997 0.03
CS7 03/06/03 03/08/02 97.570 24.30
CT5 03/07/03 02/03/03 99.888 1.12
CW8 03/10/03 03/07/03 99.990 0.10
CX6 03/11/03 03/10/03 99.997 0.03
CY4 03/12/03 11/13/02 99.570 4.30
CZ1 03/13/03 12/13/02 99.668 3.32
31315KDA5 03/14/03 12/10/02 99.655 3.45
Section III-G (continued)
Discount to be
--------- -------- -------- --------------- -------------------
DD9 03/17/03 01/15/03 99.785 2.15
DE7 03/18/03 02/14/03 99.888 1.12
DF4 03/19/03 12/19/02 99.670 3.30
DG2 03/20/03 03/19/03 99.997 0.03
DH0 03/21/03 12/06/02 99.615 3.85
DL1 03/24/03 02/12/03 99.859 1.41
DM9 03/25/03 03/24/03 99.997 0.03
DN7 03/26/03 01/17/03 99.760 2.40
DP2 03/27/03 01/09/03 99.728 2.72
DQ0 03/28/03 12/23/02 99.652 3.48
DT4 03/31/03 11/13/02 99.506 4.94
DU1 04/01/03 01/17/03 99.739 2.61
DV9 04/02/03 04/01/03 99.996 0.04
DW7 04/03/03 01/13/03 99.713 2.87
DX5 04/04/03 04/08/02 97.267 27.33
31315KEA4 04/07/03 04/04/03 99.990 0.10
EB2 04/08/03 02/04/03 99.780 2.20
EC0 04/09/03 01/02/03 99.652 3.48
ED8 04/10/03 01/10/03 99.678 3.22
EE6 04/11/03 01/07/03 99.663 3.37
EH9 04/14/03 04/11/03 99.990 0.10
EJ5 04/15/03 03/26/03 99.933 0.67
EK2 04/16/03 03/19/03 99.905 0.95
EL0 04/17/03 01/23/03 99.706 2.94
EQ9 04/21/03 04/17/03 99.987 0.13
ER7 04/22/03 04/21/03 99.997 0.03
ES5 04/23/03 03/03/03 99.819 1.81
ET3 04/24/03 04/23/03 99.997 0.03
EU0 04/25/03 01/24/03 99.684 3.16
EX4 04/28/03 04/25/03 99.675 3.25
EY2 04/29/03 01/30/03 99.689 3.11
EZ9 04/30/03 02/03/03 99.699 3.01
31315KFA3 05/01/03 01/17/03 99.633 3.67
FB1 05/02/03 02/04/03 99.696 3.04
FE5 05/05/03 05/02/03 99.990 0.10
FF2 05/06/03 04/09/03 99.909 0.91
FG0 05/07/03 12/20/02 99.718 2.82
FH8 05/08/03 05/07/03 99.997 0.03
FJ4 05/09/03 05/08/03 99.997 0.03
FM7 05/12/03 05/09/03 99.990 0.10
FN5 05/13/03 02/14/03 99.690 3.10
FP0 05/14/03 03/24/03 99.826 1.74
FQ8 05/15/03 02/14/03 99.683 3.17
FR6 05/16/03 05/15/03 99.996 0.04
FU9 05/19/03 02/19/03 99.686 3.14
FV7 05/20/03 02/13/03 99.661 3.39
FW5 05/21/03 02/21/03 99.689 3.11
FX3 05/22/03 05/24/02 97.600 24.00
FY1 05/23/03 04/30/03 99.922 0.78
31315KGC8 05/27/03 05/23/03 99.987 0.13
Discount to be
--------- -------- -------- --------------- -------------------
GD6 05/28/03 02/28/03 99.686 3.14
GE4 05/29/03 05/28/03 99.997 0.03
GF1 05/30/03 03/03/03 99.687 3.13
GJ3 06/02/03 05/30/03 99.989 0.11
GK0 06/03/03 04/08/03 99.812 1.88
GL8 06/04/03 06/03/03 99.997 0.03
GM6 06/05/03 03/07/03 99.700 3.00
GN4 06/06/03 05/15/03 99.892 1.08
GR5 06/09/03 05/13/03 99.910 0.90
GS3 06/10/03 06/09/03 99.997 0.03
GT1 06/11/03 06/10/03 99.997 0.03
GU8 06/12/03 03/26/03 99.734 2.66
GV6 06/13/03 03/12/03 99.706 2.94
GY0 06/16/03 04/10/03 99.769 2.31
GZ7 06/17/03 06/16/03 99.997 0.03
31315KHA1 06/18/03 06/17/03 99.997 0.03
HB9 06/19/03 03/19/03 99.688 3.12
HC7 06/20/03 05/28/03 99.922 0.78
HF0 06/23/03 05/21/03 99.889 1.11
HG8 06/24/03 06/23/03 99.997 0.03
HH6 06/25/03 05/23/03 99.888 1.12
HJ2 06/26/03 06/03/03 99.922 0.78
HK9 06/27/03 03/26/03 99.685 3.15
HN3 06/30/03 06/02/03 99.905 0.95
HP8 07/01/03 03/31/03 99.691 3.09
HQ6 07/02/03 07/01/03 99.997 0.03
HR4 07/03/03 04/01/03 99.693 3.07
HV5 07/07/03 04/03/03 99.686 3.14
HW3 07/08/03 04/04/03 99.686 3.14
HX1 07/09/03 05/07/03 99.795 2.05
HY9 07/10/03 03/26/03 99.638 3.62
HZ6 07/11/03 04/09/03 99.687 3.13
31315KJC5 07/14/03 04/10/03 99.686 3.14
JD3 07/15/03 04/23/03 99.716 2.84
JE1 07/16/03 06/16/03 99.916 0.84
JF8 07/17/03 04/17/03 99.687 3.13
JG6 07/18/03 04/17/03 99.683 3.17
JK7 07/21/03 07/18/03 99.992 0.08
JL5 07/22/03 06/27/03 99.931 0.69
JM3 07/23/03 04/29/03 99.714 2.86
JN1 07/24/03 07/23/03 99.997 0.03
JP6 07/25/03 07/24/03 99.997 0.03
JS0 07/28/03 07/25/03 99.992 0.08
JT8 07/29/03 07/28/03 99.997 0.03
JU5 07/30/03 04/07/03 99.718 2.82
JV3 07/31/03 07/01/03 99.917 0.83
JW1 08/01/03 05/01/03 99.691 3.09
JZ4 08/04/03 08/01/03 99.991 0.09
31315KKA7 08/05/03 08/04/03 99.997 0.03
KB5 08/06/03 08/05/03 99.997 0.03
Discount to be
--------- -------- -------- --------------- -------------------
KC3 08/07/03 06/19/03 99.873 1.27
KD1 08/08/03 08/07/03 99.998 0.02
KG4 08/11/03 07/21/03 99.941 0.59
KH2 08/12/03 08/11/03 99.997 0.03
KJ8 08/13/03 05/14/03 99.699 3.01
KK5 08/14/03 05/19/03 99.715 2.85
KL3 08/15/03 07/15/03 99.912 0.88
KP4 08/18/03 08/15/03 99.990 0.10
KQ2 08/19/03 08/18/03 99.997 0.03
KR0 08/20/03 07/21/03 99.915 0.85
KS8 08/21/03 05/21/03 99.701 2.99
KT6 08/22/03 07/17/03 99.898 1.02
KW9 08/25/03 05/22/03 99.689 3.11
KX7 08/26/03 08/25/03 99.997 0.03
KY5 08/27/03 07/23/03 99.899 1.01
KZ2 08/28/03 07/16/03 99.878 1.22
31315KLA6 08/29/03 08/05/03 99.930 0.70
LE8 09/02/03 08/29/03 99.990 0.10
LF5 09/03/03 08/29/03 99.988 0.12
LG3 09/04/03 08/07/03 99.917 0.83
LH1 09/05/03 09/04/03 99.997 0.03
LL2 09/08/03 08/05/03 99.898 1.02
LM0 09/09/03 09/08/03 99.997 0.03
LN8 09/10/03 06/05/03 99.687 3.13
LP3 09/11/03 09/10/03 99.997 0.03
LQ1 09/12/03 06/12/03 99.734 2.66
LT5 09/15/03 09/12/03 99.992 0.08
LU2 09/16/03 08/15/03 99.904 0.96
LV0 09/17/03 09/16/03 99.997 0.03
LW8 09/18/03 06/19/03 99.767 2.33
31315KMA5 09/22/03 09/18/03 99.989 0.11
MB3 09/23/03 08/20/03 99.900 1.00
MC1 09/24/03 08/27/03 99.918 0.82
MD9 09/25/03 06/30/03 99.754 2.46
ME7 09/26/03 04/09/03 99.443 5.57
MH0 09/29/03 06/27/03 99.736 2.64
MJ6 09/30/03 07/01/03 99.745 2.55
MK3 10/01/03 06/20/03 99.734 2.66
ML1 10/02/03 08/08/03 99.833 1.67
MM9 10/03/03 09/04/03 99.913 0.87
MQ0 10/06/03 07/08/03 99.748 2.52
MR8 10/07/03 07/07/03 99.742 2.58
MS6 10/08/03 10/07/03 99.997 0.03
MT4 10/09/03 07/10/03 99.742 2.58
MU1 10/10/03 07/14/03 99.751 2.49
MY3 10/14/03 07/15/03 99.740 2.60
MZ0 10/15/03 09/16/03 99.915 0.85
31315KNA4 10/16/03 07/29/03 99.765 2.35
NB2 10/17/03 10/16/03 99.997 0.03
NE6 10/20/03 07/17/03 99.726 2.74
Discount to be
--------- -------- -------- --------------- -------------------
NF3 10/21/03 10/20/03 99.997 0.03
NG1 10/22/03 09/23/03 99.915 0.85
NH9 10/23/03 10/22/03 99.997 0.03
NJ5 10/24/03 10/23/03 99.997 0.03
NM8 10/27/03 09/24/03 99.904 0.96
NN6 10/28/03 10/27/03 99.997 0.03
NP1 10/29/03 08/01/03 99.726 2.74
NQ9 10/30/03 07/23/03 99.711 2.89
NR7 10/31/03 10/30/03 99.997 0.03
NU0 11/03/03 08/01/03 99.710 2.90
NV8 11/04/03 11/03/03 99.997 0.03
NW6 11/05/03 11/04/03 99.997 0.03
NX4 11/06/03 11/05/03 99.997 0.03
NY2 11/07/03 11/06/03 99.997 0.03
31315KPB0 11/10/03 11/07/03 99.992 0.08
PD6 11/12/03 11/10/03 99.995 0.05
PE4 11/13/03 08/13/03 99.719 2.81
PF1 11/14/03 11/13/03 99.997 0.03
PG9 11/15/03 08/01/03 99.642 3.58
PJ3 11/17/03 08/14/03 99.712 2.88
PK0 11/18/03 11/17/03 99.997 0.03
PL8 11/19/03 11/18/03 99.997 0.03
PM6 11/20/03 08/21/03 99.724 2.76
PN4 11/21/03 10/22/03 99.914 0.86
PR5 11/24/03 08/29/03 99.727 2.73
PS3 11/25/03 08/27/03 99.725 2.75
PY0 12/01/03 08/28/03 99.707 2.93
31315LR91 12/03/03 12/04/02 98.392 16.08
31315KQB9 12/04/03 09/04/03 99.722 2.78
QC7 12/05/03 11/03/03 99.907 0.93
QH6 12/10/03 08/21/03 99.664 3.36
QJ2 12/11/03 11/13/03 99.918 0.82
QK9 12/12/03 11/12/03 99.913 0.87
QR4 12/18/03 09/18/03 99.727 2.73
QS2 12/19/03 09/10/03 99.697 3.03
QV5 12/22/03 09/30/03 99.749 2.51
QW3 12/23/03 09/29/03 99.745 2.55
31315KRC6 12/29/03 09/25/03 99.712 2.88
RD4 12/30/03 01/03/03 98.556 14.44
74
73

US Internal Revenue Service: Sec I II III 2003

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US Internal Revenue Service: Sec I II III 2003

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SECTION I-A

discount debt instruments issued after 1984.

CAUTION: The following OID information supercedes previously published

rounding or updated information.

Daily OID per $1,000 $1,000 of

of Maturity Value Maturity

Issue Maturity Principal

Name of Issuer CUSIP No. Date Date Amount) Rate

Allied Corp. 019087AY1 08/15/84 08/01/03 9.412

019087AZ8 08/15/84 08/01/05 7.675

019087BA2 08/15/84 08/01/07 6.113

019087BB0 08/03/84 08/01/09 6.136

Beker Industries Corp. 077266AB0 06/29/83 07/01/03 87.719

Caterpillar Tractor Co. 149123AP6 05/05/82 05/01/07* 42.369

Corning Glass Works 219327AC7 03/12/82 03/15/07 48.034

Empire Incorporated 291737AB0 06/07/83 12/31/07 59.000

Mortgage Association 313586QR3 07/05/84 07/05/14 3.625

313586RC5 10/09/84 10/09/19 3.200

Fruit of the Loom, Inc. 359416AH7 03/18/81 03/15/11 52.750

General Foods Corp. 369856AF6 06/23/81 06/15/11 51.624

Acceptance Corporation 370424CF8 04/01/81 04/01/11 44.510

ITT Corporation 450680AM5 05/06/81 05/01/11 41.890

ITT Corporation 460470AM9 07/01/81 07/01/11 50.218

K Mart Corp. 482584AC3 01/17/83 01/01/08* 51.600

Kerr-McGee Corp. 492386AD9 11/17/81 11/01/11 49.950

Kroger Co. 501044AJ0 03/30/83 04/01/03 53.150

Manor Care, Inc. 564054AB0 05/19/83 05/15/03 89.595

Midland-Ross Inc. 597715AC5 02/18/82 02/15/07* 37.570

Penney, J.C., Co. 708160AH9 04/16/81 05/01/06 42.060

Resources 713440AS4 04/14/82 04/01/03 6.594

713440AT2 04/14/82 04/01/04 5.912

713440AU9 04/14/82 04/01/05 5.311

713440AV7 04/14/82 04/01/06 4.780

713440AX3 04/14/82 04/01/08 3.894

713440AY1 04/14/82 04/01/09 3.525

713440AZ8 04/14/82 04/01/10 3.196

713440BA2 04/14/82 04/01/11 2.904

713440BB0 04/14/82 04/01/12 2.643

Petro-Lewis Corp. 716451AH2 08/12/81 08/15/03 69.834

* Called in 2003; reportable OID is computed to call date.

Daily OID per $1,000 $1,000 of

of Maturity Value Maturity

Issue Maturity Principal

Name of Issuer CUSIP No. Date Date Amount) Rate

Rapid-American Corp. 753329AX9 03/01/84 03/01/03 7.645

753329AZ4 03/01/84 03/01/05 5.832

753329BA8 03/01/84 03/01/06 5.094

753329BB6 03/01/84 03/01/07 4.449

Student Loan Marketing

Association 863871AL3 08/15/84 05/15/14 3.900

863871AM1 10/03/84 10/03/22 2.734

Tennessee Gas Pipeline

formerly Tenneco, Inc. 880451AJ8 12/15/81 12/15/11 40.783

Corp. 893502AH7 03/19/81 03/15/11 48.067

893502AM6 08/18/82 09/01/07 3.816

893502AN4 08/18/82 03/01/10 2.753

893502AP9 08/18/82 09/01/12 1.986

issued before 1985.

CAUTION: The following OID information supercedes previously published

rounding or updated information.

of Maturity Value Maturity

Issue Maturity Principal Interest

__________ _ _ __

__________ _ _ __

__________ _ _ __

__________ _ _ __